@article{SPS_1999__33__69_0, author = {Catoni, Olivier}, title = {Simulated annealing algorithms and Markov chains with rare transitions}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {33}, year = {1999}, pages = {69-119}, mrnumber = {1767994}, zbl = {0944.90053}, language = {en}, url = {http://dml.mathdoc.fr/item/SPS_1999__33__69_0} }
Catoni, Olivier. Simulated annealing algorithms and Markov chains with rare transitions. Séminaire de probabilités de Strasbourg, Tome 33 (1999) pp. 69-119. http://gdmltest.u-ga.fr/item/SPS_1999__33__69_0/
[1] Simulated Annealing, Séminaire Bourbaki 40ième année, 1987-1988 697. | Numdam | MR 992211 | Zbl 0687.60086
(1988)[2] Sequential Simulated Annealing: Speed of Convergence and Acceleration Techniques, in Simulated Annealing: Parallelization Techniques, R. Azencott Ed., Wiley Interscience. | MR 1188931 | Zbl 0787.90071
(1992)[3] A Common Large Deviations Mathematical Framework for Sequential Annealing and Parallel Annealing, in Simulated Annealing : Parallelization Techniques, R. Azencott Ed., Wiley Interscience. | MR 1188932 | Zbl 0787.90072
(1992)[4] Parallel Annealing by Periodically Interacting Multiple Searches: Acceleration Rates, in Simulated Annealing : Parallelization Techniques, R. Azencott Ed., Wiley Interscience. | MR 1188935 | Zbl 0777.90044
and (1992)[5] Exponential Triangular Cooling Schedules for Simulated Annealing Algorithms: a case study, Applied Stochastic Analysis, Proceedings of a US-French Workshop, Rutgers University, April 29 - May 2, 1991, Karatzas I. and Ocone D. eds., Lecture Notes in Control and Information Sciences No 177, Springer Verlag, 1992. | MR 1169919
(1991)[6] Rough Large Deviation Estimates for Simulated Annealing: Application to Exponential Schedules, The Annals of Probability, Vol. 20, nb. 3, pp. 1109 - 1146. | MR 1175253 | Zbl 0755.60021
(1992)[7] The Energy Transformation Method for the Metropolis Algorithm Compared with Simulated Annealing. Probab. Theory Related Fields 110 (1998), no. 1., pages 69-89. | MR 1602040 | Zbl 0897.60078
, (1998)[8] The Exit Path of a Markov Chain with Rare Transitions, ESAIM:P&S, vol 1, pp. 95-144, http://www.emath.fr/Maths/Ps/ps.html. | Numdam | Zbl 0869.60063
and (1997)[9] Solving Scheduling Problems by Simulated Annealing. SIAM J. Control Optim.36, no. 5, (electronic), pages 1539-1575. | MR 1626872 | Zbl 0913.60045
(1998)[10] Metropolis, Simulated Annealing and I.E.T. Algorithms: Theory and Experiments. Journal of Complexity 12, special issue on the conference Foundation of Computational Mathematics, January 5-12 1997, Rio de Janeiro, pages 595-623, December 1996. | MR 1422728 | Zbl 0862.68057
(1996)[11] Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms. Ann. Appl. Probab.8, no. 2,, pages 375-396. | MR 1624937 | Zbl 01319920
and (1998)[12] L2 convergence of time nonhomogeneous Markov processes: I. Spectral Estimates, The annals of Applied Probability, vol. 4, no. 4, 1012-1056. | MR 1304771 | Zbl 0819.60063
and (1994)[13] Geometric Bounds for Eigenvalues of Markov Chains, The Annals of Applied Probability, Vol. 1, No 1, 36 - 61. | MR 1097463 | Zbl 0731.60061
and (1991)[14] Algorithmes Stochastiques, Mathématiques & Applications (Paris), Springer Verlag. | Zbl 0882.60001
(1996)[15] Eigenvalue bounds on the convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process, Ann. Applied Probab., 1. | MR 1097464 | Zbl 0726.60069
(1991)[16] Random Perturbations of Dynamical Systems. Springer, New York. | MR 722136 | Zbl 0522.60055
and (1984).[17] Stochastic relaxation, Gibbs distribution, and the Bayesian restoration of images, I.E.E.E. Transactions on Pattern Analysis and Machine Intelligence, 6, 721- 741, 1984. | Zbl 0573.62030
, ,[18] Rate of Convergence of Simulated Annealing Processes, preprint. | MR 1106283
. (1991)[19] Parallel Annealing by Periodically Interacting Multiple Searches: An Experimental Study, in Simulated Annealing: Parallelization Techniques, R. Azencott Ed., Wiley Interscience. | Zbl 0779.90069
(1992)[20] Annealing via Sobolev inequalities, Comm. Math. Phys., 115:553-559. | MR 933455 | Zbl 0643.60092
and (1988)[21] Asymptotics of the spectral gap with applications to the theory of simulated annealing, Journal of functional analysis, 83, 333-347. | MR 995752 | Zbl 0706.58075
, and (1989),[22] Singular perturbed Markov chains and exact behaviour of simulated annealing processes. J. Theoret. Prob., 5, 2, 223-249. | MR 1157983 | Zbl 0755.60047
and (1992)[23] On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds, Ann. Appl. Probab. 4, no.2, 347-389. | MR 1272731 | Zbl 0802.60061
(1994)[24] Über die Auflösung der Gleichungen, auf welche man beider Untersuchung der linearen Verteilung galvanischer Ströme gefuhrt wird, Ann. Phys. Chem., 72, pp. 497-508.(English transl. IRE Trans. Circuit Theory CT-5 (1958) 4-7).
(1847)[25] Optimization by simulated annealing, Science, 220, 621-680, 1983. | MR 702485
, and , (1983)[26] Evolution de l'énergie libre. Application à l'étude de la convergence des algorithmes du recuit simulé. Doctoral Dissertation, Université d'Orsay, February 1991.
(1991)[27] Sur les problèmes de sortie discrets inhomogènes Ann. Appl. Probab. 6, no 4, 1112-1156. | MR 1422980 | Zbl 0870.60062
(1996)[28] Sur les temps d'occupations des processus de Markov finis inhomogènes à basse température, submitted to Stochastics and Stochastics Reports. | MR 1639780 | Zbl 1002.60565
(1995)[29] Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaines de Markov finies, Séminaire de Probabilités XXXI, Lecture Notes in Mathematics 1655, Springer. | Numdam | MR 1478724 | Zbl 0882.60065
(1997)[30] Lectures on finite Markov chains Lectures on probability theory and statistics (Saint-Flour, 1996), 301-413, Lecture Notes in Math., 1665, Springer, Berlin. | MR 1490046 | Zbl 0885.60061
(1997)[31] Parallélisation massive du recuit simulé, Doctoral Dissertation, Université Paris 11, January 5 1993.
(1993)[32] Cycle Decomposition and Simulated Annealing, S.I.A.M. J. Control Optim., 34(3), 1996. | MR 1384962 | Zbl 0852.60031
(1994)[33] Rough Large Deviation Estimates for the Optimal Convergence Speed Exponent of Generalized Simulated Annealing Algorithms, Ann. Inst. H. Poincaré, Probab. Statist., 32(2), 1996. | Numdam | MR 1387393 | Zbl 0853.60029
(1995)