caa a22 4500 386350477 CHVBK 20180307111827.0 cr unu---uuuuu 161130e198910 xx s 000 0 eng 10.1017/S0269964800001327 doi S0269964800001327 pii (NATIONALLICENCE)cambridge-10.1017/S0269964800001327 A Bayesian Approach to Simulated Annealing [Elektronische Daten] Simulated annealing is a probabilistic algorithm for approximately solving large combinatorial optimization problems. The algorithm can mathematically be described as the generation of a series of Markov chains, in which each Markov chain can be viewed as the outcome of a random experiment with unknown parameters (the probability of sampling a cost function value). Assuming a probability distribution on the values of the unknown parameters (the prior distribution) and given the sequence of configurations resulting from the generation of a Markov chain, we use Bayes's theorem to derive the posterior distribution on the values of the parameters. Numerical experiments are described which show that the posterior distribution can be used to predict accurately the behavior of the algorithm corresponding to the next Markov chain. This information is also used to derive optimal rules for choosing some of the parameters governing the convergence of the algorithm. Copyright © Cambridge University Press 1989 Van Laarhoven P.J.M. Philips Research Laboratories Eindhoven, the Netherlands Boender C.G.E. Erasmus University, Rotterdam, the Netherlands Aarts E.H.L. Philips Research Laboratories Eindhoven, the Netherlands and Eindhoven University of Technology Eindhoven, the Netherlands Kan A. H. G. Rinnooy Erasmus University, Rotterdam, the Netherlands Probability in the Engineering and Informational Sciences Cambridge University Press 3/4(1989-10), 453-475 0269-9648 3:4<453 1989 3 PES https://doi.org/10.1017/S0269964800001327 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0269964800001327 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Van Laarhoven P.J.M. Philips Research Laboratories Eindhoven, the Netherlands NATIONALLICENCE 700 1- Boender C.G.E. Erasmus University, Rotterdam, the Netherlands NATIONALLICENCE 700 1- Aarts E.H.L. Philips Research Laboratories Eindhoven, the Netherlands and Eindhoven University of Technology Eindhoven, the Netherlands NATIONALLICENCE 700 1- Kan A. H. G. Rinnooy Erasmus University, Rotterdam, the Netherlands NATIONALLICENCE 773 0- Probability in the Engineering and Informational Sciences Cambridge University Press 3/4(1989-10), 453-475 0269-9648 3:4<453 1989 3 PES CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge