An improved annealing method and its large-time behavior

被引：11

作者：

Fang, HT ^{[1
]}

Qian, MP ^{[1
]}

Gong, GL ^{[1
]}

机构：

[1] TSING HUA UNIV,DEPT APPL MATH,BEIJING 100084,PEOPLES R CHINA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1997年 / 71卷 / 01期

关键词：

logarithmic Sobolev inequality; Markov process; simulated annealing; spectral gap;

D O I：

10.1016/S0304-4149(97)00069-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, a new algorithm of simulated annealing is suggested. It is shown that this algorithm gives more rapid convergence than the usual algorithm. A logarithmic Sobolev inequality is also established. (C) 1997 Elsevier Science B.V.

引用

页码：55 / 74

页数：20

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