AN IMPROVED ANNEALING METHOD AND ITS LARGE-TIME BEHAVIOR

Authors
FANG HT QIAN MP GONG GL
Citation
Ht. Fang et al., AN IMPROVED ANNEALING METHOD AND ITS LARGE-TIME BEHAVIOR, Stochastic processes and their applications, 71(1), 1997, pp. 55-74
Citations number
23
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
71
Issue
1
Year of publication
1997
Pages
55 - 74
Database
ISI
SICI code
0304-4149(1997)71:1<55:AIAMAI>2.0.ZU;2-V
Abstract
In this paper, a new algorithm of simulated annealing is suggested. It is shown that this algorithm gives more rapid convergence than the us ual algorithm. A logarithmic Sobolev inequality is also established. ( C) 1997 Elsevier Science B.V.