Simple conditions for the convergence of simulated annealing type algorithms

DOI10.1239/JAP/1032438383MaRDI QIDQ4248124zbMATH OpenOpenAlexFDO

Authors J. Rego Cruz, Chang C. Y. 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

zbMATH Keywords

ergodicityMarkov chainconvergenceprobabilityglobal minimizationsimulated annealing type algorithms

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cited in

(8)

• scientific article; zbMATH DE number 1869611 (Why is no real title available?)
• Convergence of simulated annealing using Foster-Lyapunov criteria
• Simulated annealing methods with general acceptance probabilities
• Classification of Acceptance Criteria for the Simulated Annealing Algorithm
• Convergence theorems for a class of simulated annealing algorithms on ℝ^d
• Using simulated annealing to optimize the feature selection problem in marketing applications
• Sufficient Conditions for Ergodicity and Convergence of MH, SA, and EM Algorithms
• On weak and strong ergodicity

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