Cycle decompositions and simulated annealing

SIAM Journal on Control and Optimization

Volumn 34, Issue 3, 1996, Pages 966-986

  Trouvé, Alain ^a  

^a ECOLE NORMALE SUPÉRIEURE   (France)

Author keywords

Cycle decomposition; Generalized simulated annealing; Large deviations; Rate of convergence

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; HIERARCHICAL SYSTEMS; LOW TEMPERATURE OPERATIONS; MARKOV PROCESSES; PROBABILITY;

CYCLE DECOMPOSITION; LARGE DEVIATIONS; RATE OF CONVERGENCE;

SIMULATED ANNEALING;

EID: 0030151053     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012993258586     Document Type: Article

References (14)

1. R. AZENCOTT, Simulated Annealing: Parallelization Techniques. John Wiley and Sons, New York, 1992.
2. O. CATONI, Rough large deviation estimates for simulated annealing: Application to exponential schedules, Ann. Probab., 20 (1992), pp. 1109-1146.
3. T.-S. CHIANG AND Y. CHOW, A limit theorem for a class of inhomogeneous Markov processes, Ann. Probab., 17 (1989), pp. 1483-1502.
4. _, Asymptotic behavior of eigenvalues and random updating schemes, Appl. Math. Optim., 28 (1993), pp. 259-275.
5. M. DESAI, S. KUMAR, AND P. R. KUMAR, Quasi-statistically Cooled Markov Chains, preprint, 1992.
6. M. I. FREIDLIN AND A. D. WENTZELL, Random Perturbations of Dynamical Systems, Springer-Verlag, New York, 1984.
7. B. HAJEX, Cooling schedule for optimal annealing, Math. Oper. Res., 13 (1988), pp. 311-329.
8. C.-R. HWANG AND S.-J. SHEU, On the Weak Reversibility Condition in Simulated Annealing, Preprint, Institute of Mathematics, Academia Sinica, Taipei, Taiwan, 1988.
9. _, Large time behavior of perturbated diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing, Acta Appl. Math., 19 (1990), pp. 253-295.
10. _ Singular perturbated Markov chains and exact behaviors of simulated annealing process, J. Theoret. Probab., 5 (1992), pp. 223-249.
11. R. TARJAN, Depth-first search and linear graph algorithms, SIAM J. Comput., 1 (1972), pp. 146-160.
12. A. TROUVÉ, Partially parallel simulated annealing: Low and high temperature approach of the invariant measure, in I. Karatzas and D. Ocone, eds., Proceedings Volume of the US-French Workshop on Applied Stochastic Analysis (Rutgers University, 29 April-2 May 1991), Lecture Notes in Control and Inform. Sci. 177, Springer-Verlag, New York, 1992.
13. _, Parallélisation massive du recuit simulé, Ph.D. thesis, Université d'Orsay, Jan. 1993.
14. _, Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms, Ann. Inst. H. Poincaré Probab. Statist., 32 (1996).