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):

Report Date:

1988-12-01

Pagination or Media Count:

23.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE