Simulated annealing - to cool or not

Bruce Hajek, Galen Sasaki

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)443-447
Number of pages5
JournalSystems and Control Letters
Volume12
Issue number5
DOIs
StatePublished - Jun 1989

Keywords

  • Stochastic optimization
  • maximum matchings
  • nonhomogeneous Markov chains
  • random search
  • simulated annealing

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science(all)
  • Mechanical Engineering
  • Electrical and Electronic Engineering

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