• DocumentCode
    3067606
  • Title

    Global optimization via the Langevin equation

  • Author

    Gidas, B.

  • Author_Institution
    Brown University, Providence, RI
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    774
  • Lastpage
    778
  • Abstract
    We provide a simple proof of the convergence of the cooling algorithms, i.e., the annealing algorithm and the Langevin equation. The convergence is established for temperature schedules which are very near to optimal ones. Our methods are based on Differential Equations techniques.
  • Keywords
    Annealing; Convergence; Cooling; Cost function; Equations; Machine learning algorithms; Optimization methods; Scheduling algorithm; Stochastic processes; Temperature;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268602
  • Filename
    4048402
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3067606