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Simulated annealing without potential in a finite set. (Recuit simulé sans potentiel sur un ensemble fini.) (French) Zbl 0770.60090

Séminaire de probabilités XXVI, Lect. Notes Math. 1526, 47-60 (1992).
[For the entire collection see Zbl 0754.00008.]
Convergence of simulated annealing is shown for continuous time Markov processes in a finite set for the general case, that their generators are not necessarily derived from a potential. The proof is based on estimates of the relative entropy with respect to the corresponding invariant measures and its time derivative. For the case of fixed temperature the techniques yield ergodicity for these Markov processes, which are in general not reversible.

MSC:

60K35 Interacting random processes; statistical mechanics type models; percolation theory

Citations:

Zbl 0754.00008
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