Laws of large numbers for the annealing algorithm

In this paper we establish a weak and a strong law of large numbers for the algorithm of simulated annealing. To this end, we recall laws of large numbers for time-inhomogeneous Markov chains which are formulated in terms of Dobrushin's contraction coefficients, and we show how they lead to corresponding cooling constants in the annealing algorithm.

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Year of publication:	1990
Authors:	Gantert, Nina
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 35.1990, 2, p. 309-313
Publisher:	Elsevier
Keywords:	simulated annealing time-inhomogeneous Markov chains law of large numbers

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

Persistent link: https://www.econbiz.de/10008872838