Analog optimization with Wong's stochastic neural network
George Kesidis · IEEE Transactions on Neural Networks · 1995
We describe E. Wong's stochastic neural network (1989) and show that it can be used, in principle, to perform analog optimization. The optimization dynamics are analogous to those of simulated annealing. To show this, we use the theory developed in Holley and Stroock (1988) for the continuous-time simulated annealing process.