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Cambridge University Press, Advances in Applied Probability, 04(23), p. 866-893, 1991

DOI: 10.1017/s0001867800023995

Cambridge University Press, Advances in Applied Probability, 4(23), p. 866

DOI: 10.2307/1427681

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Simulated Annealing Process in General State Space

Journal article published in 1991 by Heikki Haario, Eero Saksman
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

The stochastic process corresponding to the simulated annealing optimization algorithm is generalized to the case of an arbitrary state space. Conditions for the strong and weak convergence of the process are established. In addition the relation between the size of the generating distributions and the possible rate of cooling is studied.