Convergence in Probability of Compressed Annealing

@article{Ohlmann2004ConvergenceIP,
  title={Convergence in Probability of Compressed Annealing},
  author={Jeffrey W. Ohlmann and James C. Bean and Shane G. Henderson},
  journal={Math. Oper. Res.},
  year={2004},
  volume={29},
  pages={837-860}
}
We consider combinatorial optimization problems for which the formation of a neighborhood structure of feasible solutions is impeded by a set of constraints. Neighborhoods are recovered by relaxing the complicating constraints into the objective function within a penalty term. We examine a heuristic called compressed annealing that integrates a variable penalty multiplier approach within the framework of simulated annealing. We refer to the value of the penalty multiplier as “pressure.” We… CONTINUE READING