Adaptive search with stochastic acceptance probabilities for global optimization
نویسندگان
چکیده
We present an extension of continuous domain Simulated Annealing. Our algorithm employs a globally reaching candidate generator, adaptive stochastic acceptance probabilities, and converges in probability to the optimal value. An application to simulation-optimization problems with asymptotically diminishing errors is presented. Numerical results on a noisy protein-folding problem are included.
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عنوان ژورنال:
- Oper. Res. Lett.
دوره 36 شماره
صفحات -
تاریخ انتشار 2008