Adaptive Search with Stochastic Acceptance Probabilities for Global Optimization
by
Archis Ghate
,
Robert L. Smith
| Citations: | 3 - 0 self |
BibTeX
@MISC{Ghate_adaptivesearch,
author = {Archis Ghate and Robert L. Smith},
title = {Adaptive Search with Stochastic Acceptance Probabilities for Global Optimization},
year = {}
}
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Abstract
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.
