| Article ID: | iaor20002945 |
| Country: | United Kingdom |
| Volume: | 35 |
| Issue: | 4 |
| Start Page Number: | 885 |
| End Page Number: | 892 |
| Publication Date: | Dec 1998 |
| Journal: | Journal of Applied Probability |
| Authors: | Cruz J.R., Dorea C.C.Y. |
| Keywords: | optimization: simulated annealing |
We study a class of simulated annealing type algorithms for global minimization with general acceptance probabilities. This paper presents simple conditions, easy to verify in practice, which ensure the convergence of the algorithm to the global minimum with probability 1.