Title :
Global optimization via the Langevin equation
Author_Institution :
Brown University, Providence, RI
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;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268602
