Convergence of simulated annealing using Foster-Lyapunov criteria
From MaRDI portal
Publication:4537304
DOI10.1239/jap/1011994186zbMath0999.60066MaRDI QIDQ4537304
Arnaud Doucet, Laird Breyer, Christophe Andrieu
Publication date: 25 November 2002
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1011994186
60J05: Discrete-time Markov processes on general state spaces
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Procuring load curtailment from local customers under uncertainty, Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective, Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition, A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation, On the convergence rate issues of general Markov search for global minimum, Non-marginal decisions: a novel Bayesian multiple testing procedure, Convergence results for a class of time-varying simulated annealing algorithms, Quantitative bounds on convergence of time-inhomogeneous Markov chains, Convergence results for the (1,\(\lambda\))-SA-ES using the theory of \(\varphi\)-irreducible Markov chains, Nonautonomous stochastic search for global minimum in continuous optimization, An information guided framework for simulated annealing, Improving simulated annealing through derandomization