An improved annealing method and its large-time behavior

DOI10.1016/S0304-4149(97)00069-0zbMath0940.60077MaRDI QIDQ1965868

Hai-Tao Fang, Gong Guanglu, Min-ping Qian

Publication date: 1 March 2000

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

zbMATH Keywords

simulated annealinglogarithmic Sobolev inequalityMarkov processspectral gap

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (5)

State-Dependent Temperature Control for Langevin Diffusions ⋮ Tail probability estimates of continuous-time simulated annealing processes ⋮ Computational intelligence: From mathematical point of view ⋮ On the simulated annealing in \(\mathbb{R}^d\) ⋮ Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)

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