Generalized simulated annealing

被引:335
作者
Tsallis, C [1 ]
Stariolo, DA [1 ]
机构
[1] UNIV ROMA LA SAPIENZA,DIPARTIMENTO FIS,I-00185 ROME,ITALY
来源
PHYSICA A | 1996年 / 233卷 / 1-2期
关键词
simulated annealing; optimization; gradient descent; generalized thermostatistics;
D O I
10.1016/S0378-4371(96)00271-3
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We discuss and illustrate a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm recovers, as particular cases, the so-called classical (''Boltzmann machine'') and fast (''Cauchy machine'') simulated annealings, and turns out to be quicker than both.
引用
收藏
页码:395 / 406
页数:12
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