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- W2017506302 abstract "We evaluate asymptotically the eigenvalues of transition rate matrices Qijei,j=1n with Qije ∼ exp-Uj-Ui+/e for some function U using Ventcel's graphic method. As a consequence, we can compare the “nearly optimal” annealing rate in Gidas, B. 1985. Global optimization via the Langevin equation. Proc. 24th IEEE Conf. Decision and Control, Ft. Lauderdale, FL, December. with the true optimal rate in Hajek, B. Cooling schedules for optimal annealing. Preprint.. A necessary and sufficient condition is given for the coincidence of those rates." @default.
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- W2017506302 title "On Eigenvalues and Annealing Rates" @default.
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- W2017506302 doi "https://doi.org/10.1287/moor.13.3.508" @default.
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