Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms
We investigate how to tune a generalized simulated annealing algorithm with piecewise constant cooling schedule to get an optical convergence exponent. The optimal convergence exponent of generalized simulated annealing algorithms has been computed by Catoni and Trouvé. It is reached only with triangular sequences of temperatures, meaning that different finite …