Stochastic Analysis and Applications CONVERGENCE RATE OF MCMC AND SIMULATED ANNEAL- ING WITH APPLICATION TO CLIENT-SERVER ASSIGNMENT PROBLEM
نویسندگان
چکیده
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 and evolve to Tfinal which are pre-specified, and remain at the final temperature so that the solution will be adaptive to the dynamical changes of the system.
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