Continuous-state simulated annealing algorithms: theory and application
Saul B. Gelfand, Peter C. Doerschuk, Mohamed Nahhas-Mohandes · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1992
Simulated annealing algorithms for optimization over continuous spaces come in two varieties: Markov chain algorithms and modified gradient algorithms. Unfortunately, there is a gap between the theory and the application of these algorithms: the convergence conditions cannot be practically implemented. In this paper we suggest a practical methodology for implementing the modified gradient annealing algorithms based on their relationship to the Markov chain algorithms.