IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v63y1996i2p221-233.html
   My bibliography  Save this article

Simulated annealing with time-dependent energy function via Sobolev inequalities

Author

Listed:
  • Löwe, Matthias

Abstract

We analyze the simulated annealing algorithm with an energy function Ut that depends on time. Assuming some regularity conditions on Ut (especially that Ut does not change too quickly in time), and choosing a logarithmic cooling schedule for the algorithm, we derive bounds on the Radon-Nikodym density of the distribution of the annealing algorithm at time t with respect to the invariant measure [pi]t at time t. Moreover, we estimate the entrance time of the algorithm into typical subsets V of the state space in terms of [pi]t(Vc).

Suggested Citation

  • Löwe, Matthias, 1996. "Simulated annealing with time-dependent energy function via Sobolev inequalities," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 221-233, November.
    • Handle: RePEc:eee:spapps:v:63:y:1996:i:2:p:221-233
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(96)00070-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bruce Hajek, 1988. "Cooling Schedules for Optimal Annealing," Mathematics of Operations Research, INFORMS, vol. 13(2), pages 311-329, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Robini, Marc C. & Reissman, Pierre-Jean, 2011. "On simulated annealing with temperature-dependent energy and temperature-dependent communication," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 915-920, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Cahlon, B. & Schochetman, I.E. & Shillor, M., 1992. "Optimal placement of heat sources on a rectangular grid," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 34(3), pages 351-364.
    2. Mario Bravo & Mathieu Faure, 2013. "Reinforcement Learning with Restrictions on the Action Set," AMSE Working Papers 1335, Aix-Marseille School of Economics, France, revised 01 Jul 2013.
    3. C. P. Stephens & W. Baritompa, 1998. "Global Optimization Requires Global Information," Journal of Optimization Theory and Applications, Springer, vol. 96(3), pages 575-588, March.
    4. B. Ripley & Philippa Pattison & Paul Thompson & Jan Leeuw & Ludovic Lebart & Brian Everitt & Roderick McDonald & Jeffrey Banfield & Richard Hathaway, 1990. "Book reviews," Journal of Classification, Springer;The Classification Society, vol. 7(2), pages 287-316, September.
    5. Stoica, R.S. & Gregori, P. & Mateu, J., 2005. "Simulated annealing and object point processes: Tools for analysis of spatial patterns," Stochastic Processes and their Applications, Elsevier, vol. 115(11), pages 1860-1882, November.
    6. George Kapetanios, 2005. "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers 533, Queen Mary University of London, School of Economics and Finance.
    7. Souvik Das & Ashwin Aravind & Ashish Cherukuri & Debasish Chatterjee, 2022. "Near-optimal solutions of convex semi-infinite programs via targeted sampling," Annals of Operations Research, Springer, vol. 318(1), pages 129-146, November.
    8. Emanuele Barca & Giuseppe Passarella & Michele Vurro & Alberto Morea, 2015. "MSANOS: Data-Driven, Multi-Approach Software for Optimal Redesign of Environmental Monitoring Networks," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(2), pages 619-644, January.
    9. Pirlot, Marc, 1996. "General local search methods," European Journal of Operational Research, Elsevier, vol. 92(3), pages 493-511, August.
    10. Zafar, Schyan & Nicholls, Geoff K., 2024. "An embedded diachronic sense change model with a case study from ancient Greek," Computational Statistics & Data Analysis, Elsevier, vol. 199(C).
    11. J.E. Orosz & S.H. Jacobson, 2002. "Analysis of Static Simulated Annealing Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 115(1), pages 165-182, October.
    12. Hadi Moheb-Alizadeh & Donald P. Warsing & Richard E. Kouri & Sajjad Taghiyeh & Robert B. Handfield, 2024. "Optimization of testing protocols to screen for COVID-19: a multi-objective model," Health Care Management Science, Springer, vol. 27(4), pages 580-603, December.
    13. Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
    14. Steinhofel, K. & Albrecht, A. & Wong, C. K., 1999. "Two simulated annealing-based heuristics for the job shop scheduling problem," European Journal of Operational Research, Elsevier, vol. 118(3), pages 524-548, November.
    15. Chao Yang & Mrinal Kumar, 2015. "An information guided framework for simulated annealing," Journal of Global Optimization, Springer, vol. 62(1), pages 131-154, May.
    16. Fernando F. Feirreira & José F. Fontanari & Peter F. Stadler, 2000. "Landscape Statistics of the Low Autocorrelated Binary String Problem," Working Papers 00-07-033, Santa Fe Institute.
    17. Löwe, Matthias, 1997. "On the invariant measure of non-reversible simulated annealing," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 189-193, December.
    18. 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.
    19. Kapetanios, George, 2006. "Cluster analysis of panel data sets using non-standard optimisation of information criteria," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1389-1408, August.
    20. Antonio Jiménez-Martín & Alfonso Mateos & Josefa Z. Hernández, 2021. "Aluminium Parts Casting Scheduling Based on Simulated Annealing," Mathematics, MDPI, vol. 9(7), pages 1-18, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:63:y:1996:i:2:p:221-233. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.