Simulated annealing process in general state space
- 1 December 1991
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 23 (4) , 866-893
- https://doi.org/10.2307/1427681
Abstract
The stochastic process corresponding to the simulated annealing optimization algorithm is generalized to the case of an arbitrary state space. Conditions for the strong and weak convergence of the process are established. In addition the relation between the size of the generating distributions and the possible rate of cooling is studied.Keywords
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