research-article

Simulated Annealing: A Proof of Convergence

Authors:

J. P. RassonAuthors Info & Claims

IEEE Transactions on Pattern Analysis and Machine Intelligence, Volume 16, Issue 6

Pages 652 - 656

https://doi.org/10.1109/34.295910

Published: 01 June 1994 Publication History

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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Digital Library

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cover image IEEE Transactions on Pattern Analysis and Machine Intelligence

IEEE Transactions on Pattern Analysis and Machine Intelligence Volume 16, Issue 6

June 1994

115 pages

ISSN:0162-8828

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Copyright © Copyright © 1994 IEEE. All Rights Reserved.

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IEEE Computer Society

United States

Publication History

Published: 01 June 1994

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