Article ID: | iaor1991640 |
Country: | Netherlands |
Volume: | 35 |
Issue: | 2 |
Start Page Number: | 309 |
End Page Number: | 313 |
Publication Date: | Aug 1990 |
Journal: | Stochastic Processes and Their Applications |
Authors: | Gantert Nina |
Keywords: | optimization: simulated annealing |
In this paper we establish a weak and a strong law of large numbers for the algorithm of simulated annealing. To this end, laws of large numbers for time-inhomogeneous Markov chains which are formulated in terms of Dobrushin’s contraction coefficients are recalled, and it is shown how they lead to corresponding cooling constants in the annealing algorithm.