Proposal adaptation in simulated annealing for continuous optimization problems
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DOI: 10.1007/s00180-013-0395-8
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References listed on IDEAS
- R. L. Yang, 2000. "Convergence of the Simulated Annealing Algorithm for Continuous Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 104(3), pages 691-716, March.
- L. Ingber, 1996. "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber.
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- Giuseppe Montesi & Giovanni Papiro & Massimiliano Fazzini & Alessandro Ronga, 2020. "Stochastic Optimization System for Bank Reverse Stress Testing," JRFM, MDPI, vol. 13(8), pages 1-44, August.
- Wen-Li Dong & Xing Li & Zheng Peng, 2019. "A Simulated Annealing-Based Barzilai–Borwein Gradient Method for Unconstrained Optimization Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(04), pages 1-12, August.
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Keywords
Adaptive MCMC; Importance sampling; Optimization ; Simulated annealing;All these keywords.
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