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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 1, Pages 24–37 (Mi zvmmf4809)  
This article is cited in 14 scientific papers (total in 14 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
Full-text PDF (285 kB) Citations (14) English version article
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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.
Received: 07.09.2007
Revised: 30.12.2008
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 1, Pages 19–31
DOI: https://doi.org/10.1134/S0965542510010045
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
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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    • This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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