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Zh. Vychisl. Mat. Mat. Fiz., 2010, Volume 50, Number 1, Pages 24–37 (Mi zvmmf4809)  

This article is cited in 6 scientific papers (total in 6 papers)

On the rate of convergence of the simulated annealing algorithm

A. S. Tikhomirov

Novgorod State University, ul. Bol'shaya Sankt-Peterburgskaya 41, Novgorod, 173003 Russia

Abstract: The convergence rate of the simulated annealing algorithm is examined. It is shown that, if the objective function is nonsingular, then the number of its evaluations required to obtain the desired accuracy $\varepsilon$ in the solution can be a slowly (namely, logarithmically) growing function as $\varepsilon$ approaches zero.

Key words: simulated annealing algorithm, random search, global optimization, estimate of convergence rate.

Full text: PDF file (285 kB)
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English version:
Computational Mathematics and Mathematical Physics, 2010, 50:1, 19–31

Bibliographic databases:

UDC: 519.626
Received: 07.09.2007
Revised: 30.12.2008

Citation: A. S. Tikhomirov, “On the rate of convergence of the simulated annealing algorithm”, Zh. Vychisl. Mat. Mat. Fiz., 50:1 (2010), 24–37; Comput. Math. Math. Phys., 50:1 (2010), 19–31

Citation in format AMSBIB
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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. S. Tikhomirov, “Lower bounds on the convergence rate of the Markov symmetric random search”, Comput. Math. Math. Phys., 51:9 (2011), 1524–1538  mathnet  crossref  mathscinet  isi
    2. Tikhomirov A.S., “Nizhnie otsenki trudoemkosti markovskogo simmetrichnogo sluchainogo poiska”, Vestn. Novgorodskogo gos. un-ta, 65 (2011), 94–96  elib
    3. Tikhomirov A.S., “Ob odnom algoritme neodnorodnogo markovskogo monotonnogo poiska ekstremuma”, Vestn. Novgorodskogo gos. un-ta im. Yaroslava Mudrogo, 2012, no. 67, 35–38  elib
    4. Tikhomirov A.S., “Nizhnie otsenki trudoemkosti markovskogo simmetrichnogo sluchainogo poiska na tore”, Vestnik Novgorodskogo gosudarstvennogo universiteta im. Yaroslava Mudrogo, 2:75 (2013), 44–47  elib
    5. Jamasb A., Motavalli-Anbaran S.-H., Zeyen H., “Non-Linear Stochastic Inversion of Gravity Data Via Quantum-Behaved Particle Swarm Optimisation: Application to Eurasia-Arabia Collision Zone (Zagros, Iran)”, Geophys. Prospect., 65:1 (2017), 274–294  crossref  isi  scopus
    6. Tikhomirov A.S., International Scientific and Practical Conference on Innovations in Engineering and Technology, IOP Conference Series-Materials Science and Engineering, 441, ed. Sapozhkov S., IOP Publishing Ltd, 2018  crossref  isi
  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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