Simulated Annealing Type Markov

نویسندگان

  • D. P. Connors
  • P. R. Kumar
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Markov Chain Anticipation for the Online Traveling Salesman Problem by Simulated Annealing Algorithm

The arc costs are assumed to be online parameters of the network and decisions should be made while the costs of arcs are not known. The policies determine the permitted nodes and arcs to traverse and they are generally defined according to the departure nodes of the current policy nodes. In on-line created tours arc costs are not available for decision makers. The on-line traversed nodes are f...

متن کامل

Using Simulated Annealing to Calculate the Trembles of Trembling Hand Perfection

Within the literature on non-cooperative game theory, there have been a number of algorithms which will compute Nash equilibria. This paper shows that the family of algorithms known as Markov chain Monte Carlo (MCMC) can be used to calculate Nash equilibria. MCMC is a type of Monte Carlo simulation that relies on Markov chains to ensure its regularity conditions. MCMC has been widely used throu...

متن کامل

Stochastic Analysis and Applications CONVERGENCE RATE OF MCMC AND SIMULATED ANNEAL- ING WITH APPLICATION TO CLIENT-SERVER ASSIGNMENT PROBLEM

Simulated annealing (SA) algorithms can be modeled as time-inhomogeneous Markov chains. Much work on the convergence rate of simulated annealing algorithms has been well-studied. In this paper, we propose an adiabatic framework for studying simulated annealing algorithm behavior. Specifically, we focus on the problem of simulated annealing algorithms that start from an initial temperature T0 an...

متن کامل

Relative Frequencies of Generalized Simulated Annealing

We consider a class of non-homogeneous Markov chains arising in simulated annealing and related stochastic search algorithms. Using only elementary first principles, we analyze the convergence and rate of convergence of the relative frequencies of visits to states in the Markov chain. We describe in detail three examples, including the standard simulated annealing algorithm, to show how our fra...

متن کامل

Metropolis-type Annealing Algorithms for Global Optimization in IRd

We establish the convergence of a class of Metropolis-type Markov chain annealing algorithms for global optimization of a smooth function U(.) on Rd. No prior information is assumed as to what bounded region contains a global minimum. Our analysis is based on writing the Metropolis-type algorithm in the form of a recursive stochastic algorithm Xk+l = Xk ak(VU(Xk) + Jk) + bkWk, where {Wk} are in...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1989