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Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe

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  • Miclo, Laurent

Abstract

We consider the simulated annealing algorithm associated to a potential U on a graph (M, q) (reversible or satisfying the Hajek's weak reversibility condition), whose temperature at time t [greater-or-equal, slanted] 0 is given by k ln-1 (1 + t), with k> c(M, U) the critical constant for the ergodicity in law of the process. Let (respectively ) the connected component of the set [x [set membership, variant] M U(x)

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  • Miclo, Laurent, 1995. "Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 329-360, August.
    • Handle: RePEc:eee:spapps:v:58:y:1995:i:2:p:329-360
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    References listed on IDEAS

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    1. Bruce Hajek, 1988. "Cooling Schedules for Optimal Annealing," Mathematics of Operations Research, INFORMS, vol. 13(2), pages 311-329, May.
    2. Gantert, Nina, 1990. "Laws of large numbers for the annealing algorithm," Stochastic Processes and their Applications, Elsevier, vol. 35(2), pages 309-313, August.
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