Finite-Time Behavior of Slowly Cooled Annealing Chains
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Published:1997-04
Issue:2
Volume:11
Page:137-176
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ISSN:0269-9648
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Container-title:Probability in the Engineering and Informational Sciences
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language:en
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Short-container-title:Prob. Eng. Inf. Sci.
Author:
Desai Madhav P.,Rao Vasant B.
Abstract
We present results on the finite-time behavior of the discrete-time, finite-space version of the simulated annealing algorithm. The asymptotic and finite-time behavior of the annealing algorithm under slow cooling will be shown to depend on the largest eigenvalue of a certain matrix. To illustrate the utility of our results, we study the slowly cooled annealing algorithm applied to the maximum matching problem and demonstrate a polynomial randomized approximation property of the algorithm.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Reference33 articles.
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3. Equation of State Calculations by Fast Computing Machines
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