Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe

Laurent Miclo

Stochastic Processes and their Applications, 1995, vol. 58, issue 2, 329-360

Abstract: We consider the simulated annealing algorithm associated to a potential U on a graph (M, q) (reversible or satisfying the Hajek's weak reversibility condition), whose temperature at time t [greater-or-equal, slanted] 0 is given by k ln-1 (1 + t), with k> c(M, U) the critical constant for the ergodicity in law of the process. Let (respectively ) the connected component of the set [x [set membership, variant] M U(x)

Keywords: Simulated; annealing; Law; of; large; numbers; Central; limit; theorem; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1995
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