CLASSIFICATION OF ACCEPTANCE CRITERIA FOR THE SIMULATED ANNEALING ALGORITHM

Authors
Citation
Pc. Schuur, CLASSIFICATION OF ACCEPTANCE CRITERIA FOR THE SIMULATED ANNEALING ALGORITHM, Mathematics of operations research, 22(2), 1997, pp. 266-275
Citations number
7
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
ISSN journal
0364765X
Volume
22
Issue
2
Year of publication
1997
Pages
266 - 275
Database
ISI
SICI code
0364-765X(1997)22:2<266:COACFT>2.0.ZU;2-7
Abstract
We present a complete and explicit description of the class of all acc eptance criteria for the simulated annealing algorithm that uniformly depend on the cost of the current and the candidate confirmation and t hat lead to detailed balance when combined with a symmetric generation matrix. Here the cost dependence is called uniform if it is expressed by one and the same function for all cost functions. As an important special case we identify the subclass consisting of those acceptance c riteria that depend uniformly on the difference in cost. Furthermore. we present a simple characterization of the Metropolis and the Barker criterion.