1997 | OriginalPaper | Chapter
Oscillatory Descent for Function Minimization
Author : Roger Brockett
Published in: Current and Future Directions in Applied Mathematics
Publisher: Birkhäuser Boston
Included in: Professional Book Archive
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
Algorithms for minimizing a function based on continuous descent methods following the gradient relative to some riemannian metric suffer from the twin problems of converging to local, rather than global, minima and giving little indication about an approximate answer until the process has nearly converged. Simulated annealing addresses these problems through the introduction of stochastic terms, however the rate of convergence associated with the method can be unacceptably slow. In this paper we discuss a modification of simulated annealing which approaches a minimum through a damped oscillatory path. The characteristics of the path, including its tendency to be irregular, reflect the properties of the function being minimized. The oscillatory algorithm involves both a temperature and coupling parameters, giving it considerable flexibility.