The energy transformation method for the Metropolis algorithm compared with simulated annealing

DOI10.1007/s004400050145zbMath0897.60078OpenAlexW2059580373MaRDI QIDQ1377038

Olivier Catoni

Publication date: 1 February 1998

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050145

zbMATH Keywords

local minimumsimulated annealingMonte Carlo optimizationslow stochastic optimization algorithm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

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