ACM Transactions on Mathematical Software (TOMS)
Cooling schedules for optimal annealing
Mathematics of Operations Research
Simulated annealing: theory and applications
Simulated annealing: theory and applications
Global optimization and simulated annealing
Mathematical Programming: Series A and B
Parallel recombinative simulated annealing: a genetic algorithm
Parallel Computing
Parallel simulated annealing by mixing of states
Journal of Computational Physics
Simulated annealing algorithms for continuous global optimization: convergence conditions
Journal of Optimization Theory and Applications
Convergence of the simulated annealing algorithm for continuous global optimization
Journal of Optimization Theory and Applications
Parallel Simulated Annealing Algorithms in Global Optimization
Journal of Global Optimization
Monte Carlo Statistical Methods (Springer Texts in Statistics)
Monte Carlo Statistical Methods (Springer Texts in Statistics)
The interacting-particle algorithm with dynamic heating and cooling
Journal of Global Optimization
Population-based simulated annealing for traveling tournaments
AAAI'07 Proceedings of the 22nd national conference on Artificial intelligence - Volume 1
Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
IEEE Transactions on Pattern Analysis and Machine Intelligence
Sequential Monte Carlo simulated annealing
Journal of Global Optimization
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In this paper, we propose sequential Monte Carlo simulated annealing (SMC-SA), a population-based simulated annealing algorithm, for continuous global optimization. SMC-SA incorporates the sequential Monte Carlo method to track the converging sequence of Boltzmann distributions in simulated annealing, such that the empirical distribution will converge weakly to the uniform distribution on the set of global optima. Numerical results show that SMC-SA is a great improvement of the standard simulated annealing on all test problems and outperforms the popular cross-entropy method on badly-scaled objective functions.