On the rate of convergence of the simulated annealing algorithm
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 1, pp. 24-37
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The convergence rate of the simulated annealing algorithm is examined. It is shown that, if the objective function is nonsingular, then the number of its evaluations required to obtain the desired accuracy $\varepsilon$ in the solution can be a slowly (namely, logarithmically) growing function as $\varepsilon$ approaches zero.
@article{ZVMMF_2010_50_1_a3,
author = {A. S. Tikhomirov},
title = {On the rate of convergence of the simulated annealing algorithm},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {24--37},
publisher = {mathdoc},
volume = {50},
number = {1},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_1_a3/}
}
TY - JOUR AU - A. S. Tikhomirov TI - On the rate of convergence of the simulated annealing algorithm JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2010 SP - 24 EP - 37 VL - 50 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_1_a3/ LA - ru ID - ZVMMF_2010_50_1_a3 ER -
A. S. Tikhomirov. On the rate of convergence of the simulated annealing algorithm. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 1, pp. 24-37. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_1_a3/