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A Note on the Finite Time Behaviour of Simulated Annealing

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Operations Research Proceedings 1996

Part of the book series: Operations Research Proceedings ((ORP,volume 1996))

Abstract

Simulated Annealing has proved to be a very sucessful heuristic for various combinatorial optimization problems. It is a randomized algorithm, that attempts to find the global optimum with high probability by local exchanges. In this paper we give a new proof of the convergence of Simulated Annealing with logarithmic cooling schedule by considering the conductance of the underlying transition graph. With this proof technique it is possible to obtain better bounds for the finite time behaviour of Simulated Annealing than previously known.

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© 1997 Springer-Verlag Berlin Heidelberg

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Nolte, A., Schrader, R. (1997). A Note on the Finite Time Behaviour of Simulated Annealing. In: Operations Research Proceedings 1996. Operations Research Proceedings, vol 1996. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-60744-8_32

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  • DOI: https://doi.org/10.1007/978-3-642-60744-8_32

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62630-5

  • Online ISBN: 978-3-642-60744-8

  • eBook Packages: Springer Book Archive

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