Acta Scientiarum Naturalium Universitatis Pekinensis
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LI Yulin, QIAN Minping
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李玉林, 钱敏平
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:
O211.63
LI Yulin,QIAN Minping. Convergence of TINA Algorithms[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
李玉林, 钱敏平 . TINA算法的收敛性[J]. 北京大学学报(自然科学版).
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URL: https://xbna.pku.edu.cn/EN/
https://xbna.pku.edu.cn/EN/Y1996/V32/I5/557