SIMULATED ANNEALING
SIMULATED ANNEALING
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DOI：
10.1214/ss/1177011077
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发表时间：
1993-02-01
影响因子：
5.7
通讯作者：
TSITSIKLIS, J
中科院分区：
文献类型：
--
作者：
BERTSIMAS, D;TSITSIKLIS, J
模拟退火是 Kirkpatrick、Gelett 和 Vecchi (1983) 以及 Cerny (1985) 提出的一种概率方法，用于查找可能具有多个局部最小值的成本函数的全局最小值。它的工作原理是模拟固体缓慢冷却的物理过程，以便最终其结构“冻结”时，这发生在最小能量配置下。我们将自己限制在有限集上定义的成本函数的情况。文献中也介绍了模拟退火扩展到连续集上定义的函数的情况（例如，Geman 和 Hwang，1986；Gidas，1985a；Holley、Kusuoka 和 Stroock，1989；Jeng 和 Woods，1990；Kushner，1985）。我们这篇综述的目标是描述该方法、其收敛性及其在应用中的行为。
Simulated annealing is a probabilistic method proposed in Kirkpatrick, Gelett and Vecchi (1983) and Cerny (1985) for finding the global minimum of a cost function that may possess several local minima. It works by emulating the physical process whereby a solid is slowly cooled so that when eventually its structure is ''frozen,'' this happens at a minimum energy configuration.We restrict ourselves to the case of a cost function defined on a finite set. Extensions of simulated annealing to the case of functions defined on continuous sets have also been introduced in the literature (e.g., Geman and Hwang, 1986; Gidas, 1985a; Holley, Kusuoka and Stroock, 1989; Jeng and Woods, 1990; Kushner, 1985). Our goal in this review is to describe the method, its convergence and its behavior in applications.