Accession Number : ADA207537

Title :   Extended Pincus Theorems and Convergence of Simulated Annealing.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s) : Charnes, A ; Wolfe, W

PDF Url : ADA207537

Report Date : Dec 1988

Pagination or Media Count : 23

Abstract : Pincus' 1968 formula for the (unique) global minimum of a continuous function on a compact set in E superscript n is extended to finite multiple optima and to discrete and special variants. The impact of these on associated ergodic irreducible aperiodic Markov chain computation currently called simulated annealing, is exemplified asn assessed leading to grave concern about what current simulated annealing processes may converge to instead of optima. keywords: Extended pincus theorems; Global optimization; Simulated annealing; Ergodic Markov Chains. (jhd)

Descriptors :   *COMPUTATIONS, *MARKOV PROCESSES, ANNEALING, CONVERGENCE, FUNCTIONS, GLOBAL, OPTIMIZATION, SIMULATION, VARIATIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE