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Stochastic Models of Parallel Systems for Global Optimization

  • D. A. Dawson
Part of the The IMA Volumes in Mathematics and Its Applications book series (IMA, volume 9)

Abstract

Random search methods provide a natural approach to the problem of finding a global extremum of a function which has many critical points. Recently some basic ideas of statistical physics have been exploited in the development of the “annealing algorithm” which has been successfully applied to certain combinatorial optimization problems. The objective of this paper is to consider an interacting particle system model of a many searcher system and to reformulate some simple ideas from statistical physics in this context.

Keywords

Local Maximum Stochastic Differential Equation Global Maximum Interact Particle System Martingale Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1987

Authors and Affiliations

  • D. A. Dawson
    • 1
  1. 1.Department of Mathematics & StatisticsCarleton UniversityOttawaCanada

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