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Simulated annealing: Practice versus theory

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  • L. Ingber

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Bibliographic Info

Paper provided by Lester Ingber in its series Lester Ingber Papers with number 93sa.

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Date of creation: 1993
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Handle: RePEc:lei:ingber:93sa

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Cited by:
  1. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
  2. Kerem SENEL & A. Bulent PAMUKCU, 2012. "A Comparative Study For Multi-Period Asset Allocation Of Defined Contribution Schemes: Evidence From Turkey," Istanbul Commerce University Journal of Social Sciences, Istanbul Commerce University, vol. 21(1), pages 289-304.
  3. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
  4. Ş. Birbil & Shu-Cherng Fang & Ruey-Lin Sheu, 2004. "On the Convergence of a Population-Based Global Optimization Algorithm," Journal of Global Optimization, Springer, vol. 30(2), pages 301-318, November.
  5. L. Ingber, 1996. "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber.
  6. Changtong Luo & Bo Yu, 2012. "Low dimensional simplex evolution: a new heuristic for global optimization," Journal of Global Optimization, Springer, vol. 52(1), pages 45-55, January.
  7. L. Ingber & R.P. Mondescu, 2001. "Optimization of trading physics models of markets," Lester Ingber Papers 01ot, Lester Ingber.
  8. Bell, William Paul, 2009. "Adaptive interactive expectations: dynamically modelling profit expectations," MPRA Paper 38260, University Library of Munich, Germany, revised 09 Feb 2010.
  9. Mayer, D. G. & Belward, J. A. & Burrage, K., 1996. "Use of advanced techniques to optimize a multi-dimensional dairy model," Agricultural Systems, Elsevier, vol. 50(3), pages 239-253.
  10. M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
  11. Nilsson, Birger & Hansson, Björn, 2004. "A Two-State Capital Asset Pricing Model with Unobservable States," Working Papers 2004:28, Lund University, Department of Economics.
  12. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
  13. Pavlyukevich, Ilya, 2008. "Simulated annealing for Lévy-driven jump-diffusions," Stochastic Processes and their Applications, Elsevier, vol. 118(6), pages 1071-1105, June.
  14. Mayer, D.G. & Belward, J.A. & Burrage, K., 1998. "Tabu search not an optimal choice for models of agricultural systems," Agricultural Systems, Elsevier, vol. 58(2), pages 243-251, October.
  15. Podesta, Guillermo & Letson, David & Messina, Carlos & Royce, Fred & Ferreyra, R. Andres & Jones, James & Hansen, James & Llovet, Ignacio & Grondona, Martin & O'Brien, James J., 2002. "Use of ENSO-related climate information in agricultural decision making in Argentina: a pilot experience," Agricultural Systems, Elsevier, vol. 74(3), pages 371-392, December.
  16. L. Ingber, 1993. "ASA-README included with ASA code," Lester Ingber Papers 93as, Lester Ingber.
  17. Mayer, D. G. & Belward, J. A. & Burrage, K., 2001. "Robust parameter settings of evolutionary algorithms for the optimisation of agricultural systems models," Agricultural Systems, Elsevier, vol. 69(3), pages 199-213, September.
  18. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
  19. Erdinc, O. & Uzunoglu, M., 2012. "Optimum design of hybrid renewable energy systems: Overview of different approaches," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(3), pages 1412-1425.

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