Article ID: | iaor20002556 |
Country: | United States |
Volume: | 12 |
Issue: | 3 |
Start Page Number: | 389 |
End Page Number: | 403 |
Publication Date: | Aug 1996 |
Journal: | Communications in Statistics - Stochastic Models |
Authors: | Lowe M. |
Keywords: | optimization |
We introduce a stochastic version of the parallel local search algorithm. Using techniques similar to those used to establish convergence of the simulated annealing algorithm we are able to give a cooling schedule for which the process converges and to analyze the speed of convergence by spectral gap methods.