Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law

Nonlinear programming (90C30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional inequalities, including subadditivity, convexity, etc. (39B62) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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