OPTIMIZATION USING SIMULATED ANNEALING

被引：199

作者：

BROOKS, SP ^{[1
]}

MORGAN, BJT ^{[1
]}

机构：

[1] UNIV KENT,INST MATH & STAT,CANTERBURY CT2 7NF,KENT,ENGLAND

来源：

STATISTICIAN | 1995年 / 44卷 / 02期

关键词：

BOLTZMANN DISTRIBUTION; CAUCHY LIKELIHOOD; HYBRID ALGORITHM; MARKOV CHAINS; MAXIMUM LIKELIHOOD; NORMAL MIXTURE MODELS; OPTIMIZATION; SIMULATED ANNEALING;

D O I：

10.2307/2348448

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Much work has been published on the theoretical aspects of simulated annealing. This paper provides a brief overview of this theory and provides an introduction to the practical aspects of function optimization using this approach. Different implementations of the general simulated annealing algorithm are discussed, and two examples are used to illustrate the behaviour of the algorithm in low dimensions. A third example illustrates a hybrid approach, combining simulated annealing with traditional techniques.

引用

页码：241 / 257

页数：17

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