Markov Chains with Rare Transitions and Simulated Annealing

Balance of Recurrence Ordering Time-inhomogeneous Markov Chains with Application to Simulated Annealing

Markov Chain Anticipation for the Online Traveling Salesman Problem by Simulated Annealing Algorithm

The arc costs are assumed to be online parameters of the network and decisions should be made while the costs of arcs are not known. The policies determine the permitted nodes and arcs to traverse and they are generally defined according to the departure nodes of the current policy nodes. In on-line created tours arc costs are not available for decision makers. The on-line traversed nodes are f...

Stochastic Analysis and Applications CONVERGENCE RATE OF MCMC AND SIMULATED ANNEAL- ING WITH APPLICATION TO CLIENT-SERVER ASSIGNMENT PROBLEM

Simulated annealing (SA) algorithms can be modeled as time-inhomogeneous Markov chains. Much work on the convergence rate of simulated annealing algorithms has been well-studied. In this paper, we propose an adiabatic framework for studying simulated annealing algorithm behavior. Specifically, we focus on the problem of simulated annealing algorithms that start from an initial temperature T0 an...

Merging and stability for time inhomogeneous finite Markov chains

As is apparent from most text books, the definition of a Markov process includes, in the most natural way, processes that are time inhomogeneous. Nevertheless, most modern references quickly restrict themselves to the time homogeneous case by assuming the existence of a time homogeneous transition function, a case for which there is a vast literature. The goal of this paper is to point out some...

What is Simulated Annealing?

Beginning in 1983, simulated annealing was marketed as a global optimization methodology that mimics the physical annealing process by which molten substances cool to crystalline lattices of minimal energy. This marketing strategy had a polarizing effect, attracting those who delighted in metaphor and alienating others who found metaphor insufficient at best and facile at worst. In fact, the em...