On one optimization algorithm of simulated annealing with noise

Article type: Research Article

Authors: Senkienė, Elvyra

Affiliations: Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania

Abstract: In this paper we are concerned with global optimization, which can be defined as the problem of finding points on a bounded subset of Rm, in which some real-valued function f(x) assumes its optimal value. We consider here a global optimization algorithm. We present a stochastic approach, which is based on the simulated annealing algorithm. The optimization function f(x) here is discrete and with noise.

Keywords: global optimization, simulated annealing

DOI: 10.3233/INF-1997-8307

Journal: Informatica, vol. 8, no. 3, pp. 425-430, 1997