Convergence of simulated annealing using Foster-Lyapunov criteria

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

zbMATH Keywords

ergodicity; Metropolis algorithm; drift condition; Markov chain Monte Carlo optimization

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

65C40: Numerical analysis or methods applied to Markov chains

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