
doi: 10.1137/0324060
This paper describes a problem of finding a global minimum of a real- valued function defined on the unit hypercube in Euclidean n-space. The problem is changed to a stochastic differential equation by using the gradient of the above function as the drift term and a diffusion term which is interpreted as a constant times the square root of ''temperature''. Under suitable conditions this diffusion converges weakly to a Gibbs distribution. If these Gibbs distributions have a unique weak limit as the temperature approaches zero then for a certain temperature function the diffusion converges weakly to this weak limit of the Gibbs distributions which has its support on the global minima of the original function.
global optimization, Gibbs distributions, simulated annealing, Diffusion processes, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
global optimization, Gibbs distributions, simulated annealing, Diffusion processes, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 233 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 1% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 0.1% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
