A Note on the Finite Time Behavior of Simulated Annealing
Andreas Nolte, Rainer Schräder · Mathematics of Operations Research · 2000
Simulated Annealing has proven to be a very successful heuristic for various combinatorial optimization problems. It is a randomized algorithm that attempts to find the global optimum with high probability by local exchanges. In this paper we give a new proof of the convergence of Simulated Annealing by applying results about rapidly mixing Markov chains. With this proof technique it is possible to obtain better bounds for the finite time behavior of Simulated Annealing than previously known.