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Improved bounds for the large-time behaviour of simulated annealing

  • Eric Fontenas (a1) and Olivier François (a2)

Abstract

We improve on previous finite time estimates for the simulated annealing algorithm which were obtained from a Cheeger-like approach. Our approach is based on a Poincaré inequality.

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Corresponding author

Postal address: LABSAD, 1251 Avenue Centrale BP 47, F38040 Grenoble Cedex, France. Email address: eric.fontenas@upmf-grenoble.fr
∗∗ Postal address: Laboratoire TIMC, Faculté de Médecine, F38706 La Tronche Cedex, France.

References

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Journal of Applied Probability
  • ISSN: 0021-9002
  • EISSN: 1475-6072
  • URL: /core/journals/journal-of-applied-probability
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