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Generalized simulated annealing

Author

Listed:
  • Tsallis, Constantino
  • Stariolo, Daniel A.

Abstract

We discuss and illustrate a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm recovers, as particular cases, the so-called classical (“Boltzmann machine”) and fast (“Cauchy machine”) simulated annealings, and turns out to be quicker than both.

Suggested Citation

  • Tsallis, Constantino & Stariolo, Daniel A., 1996. "Generalized simulated annealing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 233(1), pages 395-406.
    • Handle: RePEc:eee:phsmap:v:233:y:1996:i:1:p:395-406
    DOI: 10.1016/S0378-4371(96)00271-3
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    References listed on IDEAS

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    1. Lapenta, G. & Kaniadakis, G. & Quarati, P., 1996. "Stochastic evolution of systems of particles obeying an exclusion principle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 225(3), pages 323-335.
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