Global optimization and simulated annealing

In this paper we are concerned with global optimization, which can be defined as the problem of finding points on a bounded subset of Rn in which some real valued functionf assumes its optimal (i.e. maximal or minimal) value. We present a stochastic approach which is based on the simulated annealing algorithm. The approach closely follows the formulation of the simulated annealing algorithm as originally given for discrete optimization problems. The mathematic formulation is extended to continuous optimization problems and we prove asymptotic convergence to the set of global optima. Furthermore, we discuss an implementation of the algorithm and compare its performance with other well known algorithms. The performance evaluation is carried out for a standard set of test functions from the literature. Keywords: global optimization, continuous variables, simulated annealing

Exact Classification with Two-Layered Perceptrons

We study the capabilities of two-layered perceptrons for classifying exactly a given subset. Both necessary and sufficient conditions are derived for subsets to be exactly classifiable with two-layered perceptrons that use the hard-limiting response function. The necessary conditions can be viewed as generalizations of the linear-separability condition of one-layered perceptrons and confirm the conjecture that the capabilities of two-layered perceptrons are more limited than those of three-layered perceptrons. The sufficient conditions show that the capabilities of two-layered perceptrons extend beyond the exact classification of convex subsets. Furthermore, we present an algorithmic approach to the problem of verifying the sufficiency condition for a given subset

Multi-layered perceptrons for on-line lot sizing : extended abstracts

No abstract