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An adaptive simulated annealing algorithm

被引：15
|
作者：
Gong, GL
Liu, Y [1 ]
Qian, MP
机构：
[1] Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
[2] Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[3] Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2001年 / 94卷 / 01期
关键词：
simulated annealing; adaptive algorithm; recognition of handwriting Chinese characters; estimate of spectral gap;
D O I：
10.1016/S0304-4149(01)00082-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, inspired by the idea of Metropolis algorithm, a new sample adaptive simulated annealing algorithm is constructed on finite state space. This new algorithm can be considered as a substitute of the annealing of iterative stochastic schemes. The convergence of the algorithm is shown. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：95 / 103
页数：9
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