Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms

Alain Trouvé

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 3, page 299-348
  • ISSN: 0246-0203

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Trouvé, Alain. "Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms." Annales de l'I.H.P. Probabilités et statistiques 32.3 (1996): 299-348. <http://eudml.org/doc/77537>.

@article{Trouvé1996,
author = {Trouvé, Alain},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {generalized simulated annealing; large deviations; parallel annealing},
language = {eng},
number = {3},
pages = {299-348},
publisher = {Gauthier-Villars},
title = {Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms},
url = {http://eudml.org/doc/77537},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Trouvé, Alain
TI - Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 3
SP - 299
EP - 348
LA - eng
KW - generalized simulated annealing; large deviations; parallel annealing
UR - http://eudml.org/doc/77537
ER -

References

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  2. [2] O. Catoni, Rough large deviation estimates for simulated annealing. Application to exponential schedules, Ann. Probab., Vol. 20, 1992, pp. 1109-1146. Zbl0755.60021MR1175253
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  7. [7] F. Götze, Rate of convergence of simulated annealing processes, Preprint, 1992. 
  8. [8] B. Hajek, Cooling schedule for optimal annealing, Math. Oper. Res., Vol. 13, 1988, pp. 311-329. Zbl0652.65050MR942621
  9. [9] R. Holley and D. Strook, Annealing via sobolev inequalities, Comm. Math. Phys., Vol. 115, 1988, pp. 553-559. Zbl0643.60092MR933455
  10. [10] C.-R. Hwang and S.-J. Sheu, Singular perturbed markov chains and exact behaviors of simulated annealing process, J. Theoret. Probab., Vol. 5(2), 1992, pp. 223-249. Zbl0755.60047MR1157983
  11. [11] S. Ingrassia, On the rate of convergence of the metropolis algorithm and gibbs sampler by geometric bounds, to appear in Annals of Applied Probability, 1993. Zbl0802.60061MR1272731
  12. [12] S. Kirkpatrick, C. Gelatt and M. Vecchi, Optimization by simulated annealing, Sciense, Vol. 220, 1983, pp. 671-680. Zbl1225.90162MR702485
  13. [13] L. Miclo, Recuit simulé sans potentiel sur un ensemble fini, Séminaire de Probabilités, Vol. 26, 1992. Zbl0770.60090MR1231982
  14. [14] A. Trouvé, , Asymptotical behavior of several interacting annealing processes, Preprint, 1993. MR1351714
  15. [15] A. Trouvé, Parallélisation massive du recuit simulé, PhD thesis, Université d'Orsay, Jan. 1993. 
  16. [16] A. Trouvé, Cycle decompositions and simulated annealing, Rapport de recherche du LMENS, to appear in SIAM J. Control Opt., 1996. Zbl0852.60031MR1384962

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