Data Sampling Using Bayesian Analysis and its Applications in Simulated Annealing
نویسندگان
چکیده
In this paper, we propose a new probabilistic sampling procedure and its application in simulated annealing (SA). The new procedure uses Bayesian analysis to evaluate samples made already and draws the next sample based on a density function constructed through Bayesian analysis. After integrating our procedure in SA, we apply it to solve a set of optimization benchmarks. Our results show that our proposed procedure, when used in SA, is very effective in generating highquality samples that are more reliable and robust in leading to global solutions.
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تاریخ انتشار 2000