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Stochastics and Stochastic Reports Volume 29, 1990 - Issue 2

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Original Articles

Optimal acceptance probability for simulated annealing

George Kesidis University of California at Berkeley, Berkeley, CA, 94720, USA

Eugene Wong University of California at Berkeley, Berkeley, CA, 94720, USA

Pages 221-226 | Received 25 May 1989, Published online: 04 Apr 2007

Cite this article
https://doi.org/10.1080/17442509008833615

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Aarts , E. H. L. and Jorst , J. H. M. 1989 . Simulated Annealing and Boltzmann Machines , New York : Wiley and Sons .
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Feller , W. 1968 . An Introduction to Probability Theory and its Applications , New York : Wiley and Sons .
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Holley , R. and Stroock , D. 1988 . Simulated annealing via Sobolev inequalities . Communication in Math. Phys , 115 : 553 – 569 .
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Metropolis , N. , Rosenbluth , A. , Rosenbluth , M. and Teller , E. 1953 . Equation of state calculation for fast computing machines . J. Chem. Phy , 6 : 1087 – 1091 .
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