Simulated annealing: a proof of convergence
Granville, V.
Krivanek, M.
Rasson, J.-P.
Dept. de Math., Facultes Universitaires Notre-Dame de la Paix, Namur;
This paper appears in: Pattern Analysis and Machine Intelligence, IEEE Transactions on
Publication Date: Jun 1994
Volume: 16,
Issue: 6
On page(s): 652-656
ISSN: 0162-8828
References Cited: 16
CODEN: ITPIDJ
INSPEC Accession Number: 4722522
Digital Object Identifier: 10.1109/34.295910
Current Version Published: 2002-08-06
Abstract
We prove the convergence of the simulated annealing procedure when
the decision to change the current configuration is blind of the cost of
the new configuration. In case of filtering binary images, the proof
easily generalizes to other procedures, including that of Metropolis. We
show that a function Q associated with the algorithm must be chosen as
large as possible to provide a fast rate of convergence. The worst case
(Q constant) is associated with the “blind” algorithm. On
the other hand, an appropriate Q taking sufficiently high values yields
a better rate of convergence than that of Metropolis procedure
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