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Finite-Time Behavior of Slowly Cooled Annealing Chains *

Published online by Cambridge University Press:  27 July 2009

Madhav P. Desai  and
Vasant B. Rao
Madhav P. Desai
Affiliation:
Department of Electrical Engineering, Indian Institute of Technology, Powai, Mumbai 400076, India
Vasant B. Rao
Affiliation:
IBM, E. Fishkill Facility, Building 306, Zip 3A 1 Hopewell Junction, New York 12533
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Abstract

We present results on the finite-time behavior of the discrete-time, finite-space version of the simulated annealing algorithm. The asymptotic and finite-time behavior of the annealing algorithm under slow cooling will be shown to depend on the largest eigenvalue of a certain matrix. To illustrate the utility of our results, we study the slowly cooled annealing algorithm applied to the maximum matching problem and demonstrate a polynomial randomized approximation property of the algorithm.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 11 , Issue 2 , April 1997 , pp. 137 - 176
Copyright
Copyright © Cambridge University Press 1997

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