| 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.