A Note on the Finite Time Behavior of Simulated Annealing

  title={A Note on the Finite Time Behavior of Simulated Annealing},
  author={Andreas Nolte and Rainer Schrader},
  journal={Math. Oper. Res.},
Simulated Annealing has proven to be a very successful heuristic for various combinatorial optimization problems. It is a randomized algorithm that attempts to find 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 finite time behavior of Simulated Annealing than previously known. 
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