Extended Pincus Theorems and Convergence of Simulated Annealing.

Abstract

Pincus' 1968 formula for the (unique) global minimum of a continuous function on a compact set in E superscript n is extended to finite multiple optima and to discrete and special variants. The impact of these on associated ergodic irreducible aperiodic Markov chain computation currently called simulated annealing, is exemplified asn assessed leading to grave concern about what current simulated annealing processes may converge to instead of optima. keywords: Extended pincus theorems; Global optimization; Simulated annealing; Ergodic Markov Chains. (jhd)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1988
Accession Number
ADA207537

Entities

People

  • Abraham Charnes
  • W. Wolfe

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Asymptotic Series
  • Business Administration
  • Computational Science
  • Computations
  • Computer Programming
  • Computers
  • Convergence
  • Differential Equations
  • Equations
  • Integrals
  • Mainframe Computers
  • Markov Chains
  • Markov Processes
  • Optimization
  • Probability
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.
  • Thin Film Deposition Science.