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Convergence optimale pour les algorithmes de recuits généralisés. (Optimal convergence rate for generalized simulated annealing). (French. Abridged English version) Zbl 0776.60088
Summary: We give an extension for arbitrary cost functions of a result of O. Catoni [Ann. Probab. 20, No. 3, 1109-1146 (1992; Zbl 0755.60021)] on the optimal convergence rate for the sequential annealing.

MSC:
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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