Optimal acceptance probability for simulated annealing

DOI10.1080/17442509008833615zbMATH Open0702.60102OpenAlexW2057620552MaRDI QIDQ3481053FDOQ3481053

Authors: George Kesidis, Eugene Wong 

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833615

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zbMATH Keywords

simulated annealingGibbs distributionmaximal convergence rate

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited In (2)

• Adaptive simulated annealing: A near-optimal connection between sampling and counting
• Classification of Acceptance Criteria for the Simulated Annealing Algorithm

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