A Note on the Finite Time Behaviour of Simulated Annealing

Nolte, Andreas and Schrader, Rainer (2000) A Note on the Finite Time Behaviour of Simulated Annealing.
Published in: Mathematics of operations research Vol. 25 (3). pp. 476-484.


Simulated Annealing has proven to be a very sucessful heuristic for various combinatorial optimization problems. It is a randomized algorithm that attempts to find the global optimum with high probability by local exchanges. In this paper we give a new proof of the convergence of Simulated Annealing by applying results about rapidly mixing Markov chains. With this proof technique it is possible to obtain better bounds for the finite time behaviour of Simulated Annealing than previously known.

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Deposit Information:
ZAIK Number: zaik1999-347
Depositing User: Rainer Schrader
Date Deposited: 02 Apr 2001 00:00
Last Modified: 19 Dec 2011 09:45
URI: http://e-archive.informatik.uni-koeln.de/id/eprint/347