Simulated annealing without potential in a finite set

DOI10.1007/BFB0084309MaRDI QIDQ4028964zbMATH OpenFDO

Authors Laurent Miclo

Publication date 28 March 1993

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=SPS_1992__26__47_0, https://eudml.org/doc/113815

zbMATH Keywords

convergence of simulated annealingergodicityinvariant measuresrelative entropy

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

[For the entire collection see Zbl 0754.00008.] Convergence of simulated annealing is shown for continuous time Markov processes in a finite set for the general case, that their generators are not necessarily derived from a potential. The proof is based on estimates of the relative entropy with respect to the corresponding invariant measures and its time derivative. For the case of fixed temperature the techniques yield ergodicity for these Markov processes, which are in general not reversible.

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• A study of subadmissible simulated annealing algorithms
• Remarks on the ergodicity of simulated annealing algorithms on a graph
• On the simulated annealing in \(\mathbb{R}^d\)
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• A concentration bound for stochastic approximation via Alekseev's formula
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