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Simulated annealing with time-dependent energy function. (English) Zbl 0790.90058
We consider, in a general algebraic framework, a class of time- inhomogeneous evolutions which reduce to a variant (with time-dependent energy function) of the well-known simulated annealing algorithm when the algebra $$\mathcal M$$ involved is $${\mathcal L}^ \infty(X)$$, $$X$$ being a finite set or the $$d$$-dimensional torus. We compare the time evolved $$\varphi_ n$$ of an arbitrary initial state $$\varphi_ 0$$ on $$\mathcal M$$ with the instantaneous equilibrium state $$\mu_ n$$ of the inhomogeneous evolution, and we prove asymptotic indistinguishability of the two under suitable conditions.

MSC:
 90C27 Combinatorial optimization
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References:
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