Applications of sharp large deviations estimates to optimal cooling schedules (Q1185273): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
(2 intermediate revisions by one other user not shown) | |||
Property / author | |||
Property / author: Olivier Catoni / rank | |||
Property / reviewed by | |||
Property / reviewed by: Josef G. Steinebach / rank | |||
Property / author | |||
Property / author: Olivier Catoni / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Josef G. Steinebach / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 23:38, 4 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Applications of sharp large deviations estimates to optimal cooling schedules |
scientific article |
Statements
Applications of sharp large deviations estimates to optimal cooling schedules (English)
0 references
28 June 1992
0 references
This paper is a sequel to [author, ibid. 27, No. 3, 291-383 (1991; Zbl 0746.60024)]. It has been drawn from the author's thesis at the University Paris-Sud Orsay, March 1990, supervised by R. Azencott. Aim of this second part is to study applications of large deviations to cooling systems of the critical type, i.e. \(1/T_ n=(1/d) \ln n+B+o(1)\), where \(d\) is Hajek's critical depth. Although quasi-equilibrium is not maintained for such schedules, it turns out that the law of the system is not ``too far'' from quasi-equilibrium if \(B\) is small. However, if \(B\) is above some critical value, convergence rates of the annealing algorithm can be made arbitrarily poor by increasing \(B\). Sharp large deviations estimates are needed in order to obtain the desired results. - -- Contents: 1. Estimation of the probability of the critical cycle. 2. Asymptotics of the law of the system. 3. Triangular cooling schedules. 4. The optimization problem far from the horizon.
0 references
large deviations
0 references
cooling systems of the critical type
0 references
annealing algorithm
0 references
Asymptotics of the law
0 references
Triangular cooling schedules
0 references
optimization problem far from the horizon
0 references