A Note on the Finite Time Behaviour of Simulated Annealing
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.
|Depositing User:||Rainer Schrader|
|Date Deposited:||02 Apr 2001 00:00|
|Last Modified:||19 Dec 2011 09:45|