A Monte Carlo simulated annealing approach to optimization over continuous variables. (English) Zbl 0551.65045

Numerical optimization methods based on thermodynamic concepts are extended to the case of continuous multidimensional parameter spaces. Techniques which allow this strategy to be implemented efficiently and reliably, including a self-regulatory mechanism for choosing the random step distribution, are described. The method is applied to a set of standard global minimization problems, and to a typical non-linear least- squares functional fitting problem.


65K05 Numerical mathematical programming methods
65D10 Numerical smoothing, curve fitting
65C05 Monte Carlo methods
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