On eigenvalues and annealing rates

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Article ID:	iaor1988250
Country:	United States
Volume:	13
Issue:	3
Start Page Number:	508
End Page Number:	511
Publication Date:	Aug 1988
Journal:	Mathematics of Operations Research
Authors:	Chiang Tzuu-Shuh, Chow Yunshyong

Abstract:

The authors evaluate asymptotically the eigenvalues of transition rate matrices (Q’∈ab21ij)ⁿab22iÅ,jÅ=1 with Q’∈ab21ij∼exp(¸-(U(j)-U(i))’+/∈) for some function U using Ventcel’s graphic method. As a consequence, they can compare the ‘nearly optimal’ annealing rate with the true optimal rate. A necessary and sufficient condition is given for the coincidence of those rates.

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