An improved annealing method and its large-time behavior

In this paper, a new algorithm of simulated annealing is suggested. It is shown that this algorithm gives more rapid convergence than the usual algorithm. A logarithmic Sobolev inequality is also established.

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Year of publication:	1997
Authors:	Fang, Haitao ; Qian, Minping ; Gong, Guanglu
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 71.1997, 1, p. 55-74
Publisher:	Elsevier
Keywords:	Logarithmic Sobolev inequality Markov process Simulated annealing Spectral gap

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875180