Improved bounds for the large-time behaviour of simulated annealing

DOI10.1239/jap/1067436093zbMath1049.60063OpenAlexW2005628778MaRDI QIDQ4819508

Olivier Francois, Éric Fontenas

Publication date: 27 September 2004

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

Full work available at URL: https://doi.org/10.1239/jap/1067436093

zbMATH Keywords

simulated annealinggeometric inequalities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

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• Optimization by Simulated Annealing
• Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
• Geometric bounds for eigenvalues of Markov chains
• Approximate counting, uniform generation and rapidly mixing Markov chains
• On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
• A Note on the Finite Time Behavior of Simulated Annealing
• Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
• Convergence and finite-time behavior of simulated annealing
• Cooling Schedules for Optimal Annealing
• Geometric inequalities for the eigenvalues of concentrated Markov chains
• Monte Carlo sampling methods using Markov chains and their applications

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