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Simulated annealing via Sobolev inequalities

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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.

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Authors and Affiliations

  1. Department of Mathematics, University of Colorado, 80309-0426, Boulder, Colorado, USA

    Richard Holley

  2. Department of Mathematics, M.I.T., 02139, Cambridge, MA, USA

    Daniel Stroock

Authors
  1. Richard Holley
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  2. Daniel Stroock
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Additional information

Communicated by A. Jaffe

Research supported in part by NSF Grant DMS-8609944

Research supported in part by NSF Grant DMS-8611487 and ARO DAAL03-86-K-0171

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Holley, R., Stroock, D. Simulated annealing via Sobolev inequalities. Commun.Math. Phys. 115, 553–569 (1988). https://doi.org/10.1007/BF01224127

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  • DOI: https://doi.org/10.1007/BF01224127

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