Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms

DOI10.1214/aoap/1028903532zbMath1053.65500OpenAlexW2005397901MaRDI QIDQ1296737

Olivier Catoni, Cécile Cot

Publication date: 1998

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903532

zbMATH Keywords

Simulated annealingMarkov chains with rare transitionsMetropolis dynamicoptimal convergence exponenttriangular cooling schedules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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