Laws of large numbers for the annealing algorithm

Nina Gantert

Stochastic Processes and their Applications, 1990, vol. 35, issue 2, 309-313

Abstract: In this paper we establish a weak and a strong law of large numbers for the algorithm of simulated annealing. To this end, we recall laws of large numbers for time-inhomogeneous Markov chains which are formulated in terms of Dobrushin's contraction coefficients, and we show how they lead to corresponding cooling constants in the annealing algorithm.

Keywords: simulated; annealing; time-inhomogeneous; Markov; chains; law; of; large; numbers (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (3)

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