On Simulated annealing with temperature-dependent energy and temperature-dependent communication

Marc C. Robini (1) , Pierre-Jean Reissman (2)

1 MOTIVATE - Imagerie et modélisation Vasculaires, Thoraciques et Cérébrales
2 Sales and e-commerce platforms division

Simulated annealing (SA) is a generic optimization method that is quite popular because of its ease of implementation and its optimal convergence properties. Still, SA is widely reported to converge very slowly and it is common practice to allow extra freedom in its design at the expense of losing global convergence guarantees.

Mots clés: 65C05; 82C80; 90C27; 60J10; Simulated annealing; Combinatorial optimization; Monte Carlo methods; Markov chains

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

Marc C. Robini, Pierre-Jean Reissman. On Simulated annealing with temperature-dependent energy and temperature-dependent communication. Statistics and Probability Letters, 2011, 81 (8), pp.915. ⟨10.1016/j.spl.2011.04.003⟩. ⟨hal-00753938⟩