Title :
A Bayesian approach to parameter selection for simulated annealing
Author :
Stuckman, Bruce ; Jett, David
Author_Institution :
Dept. of Electr. Eng., Louisville Univ., KY, USA
Abstract :
The authors present a hybrid method of global optimization which uses Bayesian global optimization to choose the parameters of a simulated annealing method, specifically, the initial and final temperatures. This removes the burden on the user for the choice of these values and allows the search to progress optimally. The properties of the Bayesian and simulated annealing algorithms are discussed. A new hybrid algorithm is introduced and selected results on standard test functions are presented
Keywords :
Bayes methods; search problems; simulated annealing; Bayesian approach; global optimization; parameter selection; search problem; simulated annealing; Bayesian methods; Computational complexity; Computational modeling; Convergence; Optimization methods; Piecewise linear approximation; Simulated annealing; Stochastic processes; Temperature; Testing;
Conference_Titel :
Systems, Man, and Cybernetics, 1991. 'Decision Aiding for Complex Systems, Conference Proceedings., 1991 IEEE International Conference on
Conference_Location :
Charlottesville, VA
Print_ISBN :
0-7803-0233-8
DOI :
10.1109/ICSMC.1991.169753
