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On the weak ergodicity of the markov chain associated with a chaotic simulated annealing algorithm

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

Abstract

Chaotic simulated annealing (CSA) is a relatively new heuristic optimization technique and has been widely applied to optimization problems because of its simplicity and capability of finding fairly good solutions rapidly. However, currently only experimental results are used for verifying its superiority. In this paper, a new of chaotic simulated annealing method (CSA) is introduced and then a mathematic proof is given. It shows that the Markov Chain associated with the algorithm is weakly ergodic, which guarantees that the asymptotic behavior of the algorithm is independent of initial states. Furthermore, the theoretical analysis of the proposed CSA is very important to understand the essential features which make the algorithm work well. © 2008 IEEE.
Original languageEnglish
Title of host publication2008 IEEE Congress on Evolutionary Computation, CEC 2008
Pages1124-1127
DOIs
Publication statusPublished - 2008
Externally publishedYes
Event2008 IEEE Congress on Evolutionary Computation, CEC 2008 - Hong Kong, China
Duration: 1 Jun 20086 Jun 2008

Publication series

Name2008 IEEE Congress on Evolutionary Computation, CEC 2008

Conference

Conference2008 IEEE Congress on Evolutionary Computation, CEC 2008
PlaceChina
CityHong Kong
Period1/06/086/06/08

Bibliographical note

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