Cycle Decompositions and Simulated Annealing

DOI10.1137/S0363012993258586MaRDI QIDQ4883651zbMATH OpenOpenAlexFDO

Authors Alain Trouvé

Publication date 2 July 1996

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012993258586

zbMATH Keywords

cycle decompositiongeneralized simulated annealinglarge deviationsrate of convergence

Mathematics Subject Classification ID

Large deviations (60F10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cited in

(21)

• Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
• Markovian perturbations of discrete iterations: Lyapunov functions, global minimization, and associative memory
• About relaxation time of finite generalized Metropolis algorithms
• Global optimization with exploration/selection algorithms and simulated annealing
• From simulated annealing to stochastic continuation: a new trend in combinatorial optimization
• Stochastic dynamics and Edmonds' algorithm
• Metastable distributions of Markov chains with rare transitions
• A new genetic algorithm
• Metastability and nucleation for conservative dynamics
• The exit path of a Markov chain with rare transitions
• A new genetic algorithm specifically based on mutation and selection
• Une variante de l'inégalité de Cheeger pour les chaînes de Markov finies
• The Eyring-Kramers law for Markovian jump processes with symmetries
• Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
• On simulated annealing with temperature-dependent energy and temperature-dependent communication
• Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems
• Modeling genetic algorithms with interacting particle systems
• Performance analysis of cyclical simulated annealing algorithms
• Metastability for general dynamics with rare transitions: escape time and critical configurations
• Connectivity spaces
• Simulated annealing with asymptotic convergence for nonlinear constrained optimization

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