Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms

DOI10.1214/AOAP/1028903532MaRDI QIDQ1296737zbMATHOpenAlexFDO

Authors Cécile Cot, Olivier Catoni

Publication date 1998

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1028903532

zbMATH Keywords

Simulated annealingMarkov chains with rare transitionsMetropolis dynamicoptimal convergence exponenttriangular cooling schedules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 124500 (Why is no real title available?)
• A limit theorem for a class of inhomogeneous Markov processes
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• Cooling Schedules for Optimal Annealing
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• Markov Chains with Rare Transitions and Simulated Annealing
• Metropolis, simulated annealing, and iterated energy transformation algorithms: Theory and experiments
• On discrete inhomogeneous exit problems
• Optimization by simulated annealing
• Rough large deviation estimates for simulated annealing: Application to exponential schedules
• Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms
• Sharp large deviations estimates for simulated annealing algorithms
• Simulated annealing via Sobolev inequalities
• Singular perturbed Markov chains and exact behaviors of simulated annealing processes
• Solving Scheduling Problems by Simulated Annealing
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The energy transformation method for the Metropolis algorithm compared with simulated annealing
• The exit path of a Markov chain with rare transitions
• \(L^ 2\) convergence of time nonhomogeneous Markov processes. I: Spectral estimates

Cited in

(8)

• scientific article; zbMATH DE number 124502 (Why is no real title available?)
• Piecewise deterministic simulated annealing
• scientific article; zbMATH DE number 165901 (Why is no real title available?)
• Rough large deviation estimates for simulated annealing: Application to exponential schedules
• Mathematical aspects of the Digital Annealer's simulated annealing algorithm
• From simulated annealing to stochastic continuation: a new trend in combinatorial optimization
• Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models
• The exit path of a Markov chain with rare transitions

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