Applications of sharp large deviations estimates to optimal cooling schedules

zbMath0752.60025MaRDI QIDQ1185273

Olivier Catoni

Publication date: 28 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_4_463_0

zbMATH Keywords

large deviationsannealing algorithmAsymptotics of the lawcooling systems of the critical typeoptimization problem far from the horizonTriangular cooling schedules

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

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Theory of genetic algorithms. II: Models for genetic operators over the string-tensor representation of populations and convergence to global optima for arbitrary fitness function under scaling ⋮ On discrete inhomogeneous exit problems ⋮ Some results characterizing the finite time behaviour of the simulated annealing algorithm. ⋮ A new genetic algorithm ⋮ Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms ⋮ The exit path of a Markov chain with rare transitions

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