Asymptotics in Time, Temperature and Size for Optimization by Simulated Annealing: Theory, Practice and Applications

Abstract

This project was concerned with simulated annealing, a Monte Carlo method for obtaining globally optimal or nearly globally optimal solutions to a variety of optimization problems. Results were obtained in two main areas: 1) Characterizing the cooling rate necessary and sufficient for simulated annealing to hit the global minimum and ii) obtaining an upperbound for the time-constant of convergence of simulated annealing at a fixed temperature to its equilibarium distribution and studying the growth of this bound as the temperature approaches zero asymptotically.

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Document Details

Document Type
Technical Report
Publication Date
Jan 19, 1990
Accession Number
ADA217680

Entities

People

  • P. R. Kumar
  • Vasant B. Rao

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Algorithms
  • Classification
  • Contracts
  • Eigenvalues
  • Eigenvectors
  • Engineering
  • Equations
  • Kolmogorov Equations
  • Markov Chains
  • Markov Processes
  • Probability
  • Real Numbers
  • Scientific Research
  • Security
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.
  • Thermal Physics or Thermal Science.