An improved annealing method and its large-time behavior

Haitao Fang, Minping Qian and Guanglu Gong

Stochastic Processes and their Applications, 1997, vol. 71, issue 1, 55-74

Abstract: 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.

Keywords: Logarithmic; Sobolev; inequality; Markov; process; Simulated; annealing; Spectral; gap (search for similar items in EconPapers)
Date: 1997
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