Simulated annealing without potential in a finite set (Q4028964)
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scientific article; zbMATH DE number 140537
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| English | Simulated annealing without potential in a finite set |
scientific article; zbMATH DE number 140537 |
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28 March 1993
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convergence of simulated annealing
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relative entropy
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invariant measures
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ergodicity
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0.8398517966270447
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0.8396283388137817
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0.8241466283798218
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0.8241466283798218
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Simulated annealing without potential in a finite set (English)
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[For the entire collection see Zbl 0754.00008.] Convergence of simulated annealing is shown for continuous time Markov processes in a finite set for the general case, that their generators are not necessarily derived from a potential. The proof is based on estimates of the relative entropy with respect to the corresponding invariant measures and its time derivative. For the case of fixed temperature the techniques yield ergodicity for these Markov processes, which are in general not reversible.
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