Simulated annealing via Sobolev inequalities
1988; Springer Science+Business Media; Volume: 115; Issue: 4 Linguagem: Inglês
10.1007/bf01224127
ISSN1432-0916
AutoresRichard A. Holley, Daniel W. Stroock,
Tópico(s)Advanced Numerical Methods in Computational Mathematics
ResumoWe use Sobolev inequalities to study the simulated annealing algorithm. This approach takes advantage of the local time reversibility of the process and yields the optimal "freezing schedule" as well as quantitative information about the rate at which the process is tending to its ground state.
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