Rubenthaler, Sylvain; Rydén, Tobias; Wiktorsson, Magnus - In: Stochastic Processes and their Applications 119 (2009) 6, pp. 1912-1931
We study simulated annealing algorithms to maximise a function [psi] on a subset of . In classical simulated annealing, given a current state [theta]n in stage n of the algorithm, the probability to accept a proposed state z at which [psi] is smaller, is exp(-[beta]n+1([psi](z)-[psi]([theta]n))...