期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：1994
卷号：17
DOI：10.1155/S0161171294001109
出版社：Hindawi Publishing Corporation
摘要：A function f:{0,1,2,L,a}n→R is said to be uncorrelated if Prob[f(x)≤u]=G(u). This paper studies the effectiveness of simulated annealing as a strategy for optimizing uncorrelated functions. A recurrence relation expressing the effectiveness of the algorithm in terms of the function G is derived. Surprising numerical results are obtained, to the effect that for certain parametrized families of functions {Gc,   c∈R}, where c represents the “steepness” of the curve G′(u), the effectiveness of simulated annealing increases steadily with c These results suggest that on the average annealing is effective whenever most points have very small objective function values, but a few points have very large objective function values.
