Note on the convergence of simulated annealing algorithms

U. Faigle, W. Kern

Research output: Contribution to journalArticleAcademicpeer-review

17 Citations (Scopus)

Abstract

Generalizing the results of Faigle and Schrader [Inform. Process. Lett., 27 (1988), pp. 189–194] a short inductive proof is given that shows that the stationary distributions of a simulated annealing algorithm converge to a distribution, where nonoptimal elements are generated with probability zero, provided that the “weak reversibility condition” of Hajek [Math. Oper. Res., 13 (1988), pp. 311–329] holds.
Original languageEnglish
Pages (from-to)153-159
Number of pages7
JournalSIAM journal on control and optimization
Volume29
Issue number1
DOIs
Publication statusPublished - 1991

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