Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
DOI10.1214/AOAP/1028903532zbMATH Open1053.65500OpenAlexW2005397901MaRDI QIDQ1296737FDOQ1296737
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
Recommendations
Simulated annealingMarkov chains with rare transitionsMetropolis dynamicoptimal convergence exponenttriangular cooling schedules
Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
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Cited In (8)
- Mathematical aspects of the Digital Annealer's simulated annealing algorithm
- Rough large deviation estimates for simulated annealing: Application to exponential schedules
- Piecewise deterministic simulated annealing
- Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models
- From simulated annealing to stochastic continuation: a new trend in combinatorial optimization
- Title not available (Why is that?)
- The exit path of a Markov chain with rare transitions
- Title not available (Why is that?)
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