Corpus ID: 1100699

Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains

@inproceedings{LecchiniVisintini2007SimulatedAR,
  title={Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains},
  author={A. Lecchini-Visintini and J. Lygeros and J. Maciejowski},
  booktitle={NIPS},
  year={2007}
}
  • A. Lecchini-Visintini, J. Lygeros, J. Maciejowski
  • Published in NIPS 2007
  • Computer Science, Mathematics
  • Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem… CONTINUE READING
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