APPLICATIONS OF THE ANNEALING ALGORITHM TO COMBINATORIAL PROBLEMS IN STATISTICS

成果类型:
Article
署名作者:
LUNDY, M
署名单位:
University of Cambridge
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.2307/2336349
发表日期:
1985
页码:
191198
关键词:
摘要:
There are several problems is statistics which can be formulated so that the desired solution is the global minimum of some explicitly defined objective function. In many cases the number of candidate solutions increases exponentially with the size of the problem making exhaustive search impossible, but descent procedures, devised to reduce the number of solutions examined, can terminate with local minima. The annealing algorithm, a widely applicable stochastic search procedure which can escape local optima, is described. The evolutionary tree problem is used to illustrate the method of application.