| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142802 | Operations Research Letters | 2008 | 6 Pages |
Abstract
We present an extension of continuous domain Simulated Annealing. Our algorithm employs a globally reaching candidate generator, adaptive stochastic acceptance probabilities, and converges in probability to the optimal value. An application to simulation-optimization problems with asymptotically diminishing errors is presented. Numerical results on a noisy protein-folding problem are included.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Archis Ghate, Robert L. Smith,