@article{AIHPB_1996__32_3_299_0,
author = {Trouv\'e, Alain},
title = {Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
volume = {32},
year = {1996},
pages = {299-348},
mrnumber = {1387393},
zbl = {0853.60029},
language = {en},
url = {http://dml.mathdoc.fr/item/AIHPB_1996__32_3_299_0}
}
Trouvé, Alain. Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms. Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) pp. 299-348. http://gdmltest.u-ga.fr/item/AIHPB_1996__32_3_299_0/
[1] , A common large deviation framework for sequential and parallel annealing. In R. Azencott et al., editors, Simulated annealing: Parallelization techniques, chapter 2, Willey and Sons, 1992, pp. 11-23. | MR 1188932 | Zbl 0787.90072
[2] , Rough large deviation estimates for simulated annealing. Application to exponential schedules, Ann. Probab., Vol. 20, 1992, pp. 1109-1146. | MR 1175253 | Zbl 0755.60021
[3] and , A limit theorem for a class of inhomogeneous markov processes, Ann. Probab., 1989. | MR 1048941 | Zbl 0687.60070
[4] and , L2 convergence of time non-homogeneous markov processes: I. spectral estimates, Université de Fribourg, Institut de Mathématiques, preprint (to appear in the Ann. of Appl. Prob.), 1992. | MR 1304771 | Zbl 0819.60063
[5] and , Random Pertubations of Dynamical Systems, Vol. 260, Springer-Verlag, 1984. | MR 722136 | Zbl 0522.60055
[6] , Random fields and inverse problem in imaging. In École d'Été de probabilités de Saint-Flour XVIII, Springer-Verlag, 1990. | MR 1100283 | Zbl 0718.60119
[7] , Rate of convergence of simulated annealing processes, Preprint, 1992.
[8] , Cooling schedule for optimal annealing, Math. Oper. Res., Vol. 13, 1988, pp. 311-329. | MR 942621 | Zbl 0652.65050
[9] and , Annealing via sobolev inequalities, Comm. Math. Phys., Vol. 115, 1988, pp. 553-559. | MR 933455 | Zbl 0643.60092
[10] and , Singular perturbed markov chains and exact behaviors of simulated annealing process, J. Theoret. Probab., Vol. 5(2), 1992, pp. 223-249. | MR 1157983 | Zbl 0755.60047
[11] , On the rate of convergence of the metropolis algorithm and gibbs sampler by geometric bounds, to appear in Annals of Applied Probability, 1993. | MR 1272731 | Zbl 0802.60061
[12] , and , Optimization by simulated annealing, Sciense, Vol. 220, 1983, pp. 671-680. | MR 702485
[13] , Recuit simulé sans potentiel sur un ensemble fini, Séminaire de Probabilités, Vol. 26, 1992. | Numdam | MR 1231982 | Zbl 0770.60090
[14] , , Asymptotical behavior of several interacting annealing processes, Preprint, 1993. | MR 1351714
[15] , Parallélisation massive du recuit simulé, PhD thesis, Université d'Orsay, Jan. 1993.
[16] , Cycle decompositions and simulated annealing, Rapport de recherche du LMENS, to appear in SIAM J. Control Opt., 1996. | MR 1384962 | Zbl 0852.60031