On the convergence of Parallel Simulated Annealing
نویسنده
چکیده
Using the Matrix-Tree Theorem and coupling methods the convergence of the Parallel Chain (PC) algorithm to the set of global minima is established for various selection functions. It is illustrated that there may be convergence to a set of non-global minima when selecting one of the best states (Best-Wins strategy). In the latter case the convergence of the homogeneous PC algorithm is proved for suuciently large length of the parallel Markov chains and number of parallel Markov chains. For any selection function we show that if the PC algorithm is convergent, then the cooling schedule must satisfy P 1 n=0 exp(?(n)) = 1, (> 0).
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