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The Langevin Equation as a Global Minimization Algorithm

  • Basilis Gidas
Conference paper
Part of the NATO ASI Series book series (volume 20)

Abstract

During the past two years a great deal of attention has been given to simulated annealing as a global minimization algorithm in combinatorial optimization problems [11], image processing problems [2], and other problems [9]. The first rigorous result concerning the convergence of the annealing algorithm was obtained in [2]. In [4], the annealing algorithm was treated as a special case of non-stationary Markov chains, and some optimal convergence estimates and an ergodic theorem were established. Optimal estimates for the annealing algorithm have recently been obtained by nice intuitive arguments in [7].

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Copyright information

© Springer-Verlag Berlin Heidelberg 1986

Authors and Affiliations

  • Basilis Gidas
    • 1
  1. 1.Division of Applied MathematicsBrown UniversityUSA

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