A Note on the Finite Time Behavior of Simulated Annealing

Andreas Nolte, Rainer Schrader
2000 Mathematics of Operations Research  
Simulated Annealing has proven to be a very sucessful heuristic for various combinatorial optimization problems. It is a randomized algorithm that attempts to nd the global optimum with high probability by local exchanges. In this paper we give a new proof of the convergence of Simulated Annealing by applying results about rapidly mixing Markov chains. With this proof technique it is possible to obtain better bounds for the nite time behaviour of Simulated Annealing than previously known.
doi:10.1287/moor.25.3.476.12211 fatcat:tfvyrr6oqnbbbhxn7adhiwmywu