Simple conditions for the convergence of simulated annealing type algorithms
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Publication:4248124
DOI10.1239/jap/1032438383zbMath0932.65068MaRDI QIDQ4248124
J. Rego Cruz, Chang Chung Yu Dorea
Publication date: 15 March 2000
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1032438383
convergence; probability; ergodicity; Markov chain; global minimization; simulated annealing type algorithms
65K05: Numerical mathematical programming methods
90C15: Stochastic programming
65C40: Numerical analysis or methods applied to Markov chains
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