Scale Invariance Properties in the Simulated Annealing Algorithm

dc.contributor.authorFleischer, Marken_US
dc.contributor.authorJacobson, Sheldonen_US
dc.contributor.departmentISRen_US
dc.contributor.departmentCSHCNen_US
dc.date.accessioned2007-05-23T10:12:41Z
dc.date.available2007-05-23T10:12:41Z
dc.date.issued2002en_US
dc.description.abstractThe Boltzmann distribution used in the steady-state analysis of the simulated annealing algorithm gives rise to several scale invariant properties. Scale invariance is first presented in the context of parallel independent processors and then extended to an abstract form based on lumping states together to form new aggregate states. These lumped or aggregate states possess all of the mathematical characteristics, forms and relationships of states (solutions) in the original problem in both first and second moments. These scale invariance properties therefore permit new ways of relating objective function values, conditional expectation values, stationary probabilities, rates of change of stationary probabilities andconditional variances. Such properties therefore provide potential applications in analysis, statistical inference and optimization. Directions for future research that take advantage ofscale invariance are also discussed.en_US
dc.format.extent189338 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/6303
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 2002-15en_US
dc.relation.ispartofseriesCSHCN; TR 2002-8en_US
dc.subjectGlobal Communication Systemsen_US
dc.titleScale Invariance Properties in the Simulated Annealing Algorithmen_US
dc.typeTechnical Reporten_US

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