Remarks on the ergodicity of simulated annealing algorithms on a graph

DOI10.1016/0304-4149(95)00022-YzbMath0829.60024MaRDI QIDQ1899273

Laurent Miclo

Publication date: 15 January 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

simulated annealinglaw of large numberslaw of the iterated logarithmcentral limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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On discrete inhomogeneous exit problems ⋮ Metaheuristics: A bibliography ⋮ Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems ⋮ A stochastic algorithm finding generalized means on compact manifolds ⋮ Convergence of the kinetic annealing for general potentials

Cites Work

• Laws of large numbers for the annealing algorithm
• Nonstationary Markov chains and convergence of the annealing algorithm
• Sharp large deviations estimates for simulated annealing algorithms
• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Martingales and stochastic integrals. I
• Cooling Schedules for Optimal Annealing
• Central limit theorems for local martingales
• Inhomogeneous Markov Chains
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