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Simulated annealing with a potential function with discontinuous gradient on R-d
Gong, GL; Liu, Y; Qian, MP
2001-05-01
发表期刊SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN1006-9283
卷号44期号:5页码:571-578
摘要In this paper, we have proven that the simulated annealing process dX(t) = - beta (t) del U (X-t) + root2 dW(t) with a potential function on R-d, of which the gradient is discontinuous, converges in probability to a neighborhood of the global minima of the potential function.
关键词simulated annealing self-organizing algorithm of Kohonen log-Sobolev inequality estimate of spectral gap
语种英语
WOS研究方向Mathematics
WOS类目Mathematics, Applied ; Mathematics
WOS记录号WOS:000169134700004
出版者SCIENCE PRESS
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/16250
专题中国科学院数学与系统科学研究院
通讯作者Liu, Y
作者单位1.Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China
2.Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China
3.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Gong, GL,Liu, Y,Qian, MP. Simulated annealing with a potential function with discontinuous gradient on R-d[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,2001,44(5):571-578.
APA Gong, GL,Liu, Y,&Qian, MP.(2001).Simulated annealing with a potential function with discontinuous gradient on R-d.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,44(5),571-578.
MLA Gong, GL,et al."Simulated annealing with a potential function with discontinuous gradient on R-d".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 44.5(2001):571-578.
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