Acta Scientiarum Naturalium Universitatis Pekinensis

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Convergence of TINA Algorithms

LI Yulin, QIAN Minping   

  1. Department of Probability and Statistics, Peking University, Beijing, 100871
  • Received:1995-11-17 Online:1996-09-20 Published:1996-09-20


李玉林, 钱敏平   

  1. 北京大学概率统计系,北京,100871

Abstract: Considered the convergence property of the time invariant noised annealing (TINA) algorithm. In the high dimension case, we give condition for the convergence of the algorithm and we also find a condition for exponential convergence. In the one dimension case, we find the algorithm always converges for any twice continuously differentiable pontial.

Key words: TINA, diffusion process, supermartingale, TINA, diffusion process, supermartingale

摘要: 考虑了TINA算法的收敛性。在高维情形给出了算法收敛的条件,还给出了算法指数收敛的条件。在一维情形,发现对二次连续可微的位势算法总收敛。

关键词: TINA, 扩散过程, 上鞅, TINA, 扩散过程, 上鞅

CLC Number: