Simulated annealing - to cool or not

Bruce Hajek; Galen Sasaki

doi:10.1016/0167-6911(89)90081-9

Simulated annealing - to cool or not

Research output: Contribution to journal › Article › peer-review

Abstract

The optimization algorithm simulated annealing is considered. Presented is a class of problem instances and 'neighbor selection' matrices for which no monotone decreasing temperature sequence is optimal with respect to certain natural performance criteria. An algorithm called 'threshold random search' is introduced, and use is made of the fact that simulated annealing is a randomized version of threshold random search with deterministic thresholds.

Original language	English (US)
Pages (from-to)	443-447
Number of pages	5
Journal	Systems and Control Letters
Volume	12
Issue number	5
DOIs	https://doi.org/10.1016/0167-6911(89)90081-9
State	Published - Jun 1989

Keywords

Stochastic optimization
maximum matchings
nonhomogeneous Markov chains
random search
simulated annealing

ASJC Scopus subject areas

Control and Systems Engineering
General Computer Science
Mechanical Engineering
Electrical and Electronic Engineering

Online availability

10.1016/0167-6911(89)90081-9

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title = "Simulated annealing - to cool or not",

abstract = "The optimization algorithm simulated annealing is considered. Presented is a class of problem instances and 'neighbor selection' matrices for which no monotone decreasing temperature sequence is optimal with respect to certain natural performance criteria. An algorithm called 'threshold random search' is introduced, and use is made of the fact that simulated annealing is a randomized version of threshold random search with deterministic thresholds.",

keywords = "Stochastic optimization, maximum matchings, nonhomogeneous Markov chains, random search, simulated annealing",

author = "Bruce Hajek and Galen Sasaki",

note = "Funding Information: * This work was supported by the National Science Foundation under grant NSF ECS 83-52030.",

year = "1989",

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T1 - Simulated annealing - to cool or not

AU - Hajek, Bruce

AU - Sasaki, Galen

N1 - Funding Information: * This work was supported by the National Science Foundation under grant NSF ECS 83-52030.

PY - 1989/6

Y1 - 1989/6

N2 - The optimization algorithm simulated annealing is considered. Presented is a class of problem instances and 'neighbor selection' matrices for which no monotone decreasing temperature sequence is optimal with respect to certain natural performance criteria. An algorithm called 'threshold random search' is introduced, and use is made of the fact that simulated annealing is a randomized version of threshold random search with deterministic thresholds.

AB - The optimization algorithm simulated annealing is considered. Presented is a class of problem instances and 'neighbor selection' matrices for which no monotone decreasing temperature sequence is optimal with respect to certain natural performance criteria. An algorithm called 'threshold random search' is introduced, and use is made of the fact that simulated annealing is a randomized version of threshold random search with deterministic thresholds.

KW - Stochastic optimization

KW - maximum matchings

KW - nonhomogeneous Markov chains

KW - random search

KW - simulated annealing

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JF - Systems and Control Letters

IS - 5

ER -

Simulated annealing - to cool or not

Abstract

Keywords

ASJC Scopus subject areas

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