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Elsevier, Statistics and Probability Letters, 4(31), p. 247-253

DOI: 10.1016/s0167-7152(96)00008-9

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On the efficiency of a continuous version of the simulated annealing algorithm. Statistics ê4 Probability Letters, 31: 247-253

Journal article published in 1997 by Chang C. Y. Dorea
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

The efficiency of a continuous version of the simulated annealing algorithm is evaluated by the expected number of steps to reach an [epsilon]-neighborhood of the global minimum value of the objective function. Different sampling procedures are analyzed and compared to the pure random search procedure. And as a side result, we obtain simpler proofs for some asymptotic results of Dekkers and Aarts (1991).