Simulated annealing via Sobolev inequalities |
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| Authors: | Richard Holley Daniel Stroock |
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| Institution: | (1) Department of Mathematics, University of Colorado, 80309-0426 Boulder, Colorado, USA;(2) Department of Mathematics, M.I.T., 02139 Cambridge, MA, USA |
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| Abstract: | We use Sobolev inequalities to study the simulated annealing algorithm. This approach takes advantage of the local time reversibility of the process and yields the optimal  freezing schedule as well as quantitative information about the rate at which the process is tending to its ground state.Research supported in part by NSF Grant DMS-8609944Research supported in part by NSF Grant DMS-8611487 and ARO DAAL03-86-K-0171 |
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