Laws of large numbers for the annealing algorithm

Laws of large numbers for the annealing algorithm

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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:
Keywords: optimization: simulated annealing
Abstract:

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.

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