Convergence of simulated annealing using the generalized transition probability

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Published under licence by IOP Publishing Ltd
, , Citation Hidetoshi Nishimori and Jun-ichi Inoue 1998 J. Phys. A: Math. Gen. 31 5661 DOI 10.1088/0305-4470/31/26/007

0305-4470/31/26/5661

Abstract

We prove the weak ergodicity of the inhomogeneous Markov process generated by the generalized transition probability of Tsallis and Stariolo under power-law decay of the temperature. We thus have a reason to conjecture convergence of the simulated annealing processes with the generalized transition probability to the minimum of the cost function. An explicitly solvable example in one dimension is analysed in which the generalized transition probability leads to a fast convergence of the cost function to the optimal value. We also investigate how far our arguments depend upon the specific form of the generalized transition probability proposed by Tsallis and Stariolo. It is shown that a few requirements on analyticity of the transition probability are sufficient to assure fast convergence in the case of the solvable model in one dimension.

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10.1088/0305-4470/31/26/007