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On the efficiency of a continuous version of the simulated annealing algorithm

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  • Dorea, Chang C. Y.

Abstract

The efficiency of a continuous version of the simulated annealing algorithm is evaluated by the expected number of steps to reach an [epsilon]-neighborhood of the global minimum value of the objective function. Different sampling procedures are analyzed and compared to the pure random search procedure. And as a side result, we obtain simpler proofs for some asymptotic results of Dekkers and Aarts (1991).

Suggested Citation

  • Dorea, Chang C. Y., 1997. "On the efficiency of a continuous version of the simulated annealing algorithm," Statistics & Probability Letters, Elsevier, vol. 31(4), pages 247-253, February.
    • Handle: RePEc:eee:stapro:v:31:y:1997:i:4:p:247-253
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