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Finite Behavior of Simulated Annealing: A Probabilistic Study

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Parallel Processing of Discrete Problems

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 106))

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Abstract

Simulated annealing (SA) is a simple global optimization method that has been used extensively in various applications, ranging from the study of molecular clusters to combinatorial optimization problems in VLSI CAD. Although it has been proved that SA will find the global optimal solution with high probability in the limit[15], very little is known about the finite behavior of this method[6, 8]. In this paper, we present a probabilistic study of the finite behavior of SA. In particular, we define the concept of visiting probability and a simple algorithm for computing the visiting probability. Computational results on randomly generated test problems are presented.

The research of this author was supported in part by National Science Foundation grants ASC-9409285 and OSR-9350540 and by the US Army grant DAAH04-96-1-0233.

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Authors and Affiliations

  1. Department of Computer Science, University of Vermont, Burlington, 05405, VT, USA

    Guoliang Xue

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  1. Guoliang Xue
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Editors and Affiliations

  1. Center for Applied Optimization Industrial and Systems Engineering Department, University of Florida, Gainesville, FL, 32611, USA

    Panos M. Pardalos

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© 1999 Springer Science+Business Media New York

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Xue, G. (1999). Finite Behavior of Simulated Annealing: A Probabilistic Study. In: Pardalos, P.M. (eds) Parallel Processing of Discrete Problems. The IMA Volumes in Mathematics and its Applications, vol 106. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1492-2_10

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  • DOI: https://doi.org/10.1007/978-1-4612-1492-2_10

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7165-9

  • Online ISBN: 978-1-4612-1492-2

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