A Monte carlo simulated annealing approach to optimization over continuous variables

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Summary

Numerical optimization methods based on thermodynamic concepts are extended to the case of continuous multidimensional parameter spaces, and a self-regulatory mechanism for choosing the random step distribution is described.

Type
article
Published
1984-11-01
Cited by
448
References
4

Keywords

Monte Carlo method, Simulated annealing, Mathematical optimization, Minification, Computer science

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