Fast simulated annealing in ${\mathbb{R}}^d$ and an application to maximum likelihood estimation

Sylvain Rubenthaler, Tobias Rydén, Magnus Wiktorsson

Using classical simulated annealing to maximise a function $\psi$ defined on a subset of ${\mathbb{R}}^d$, the probability $\p(ψ(θ\_n)\leq ψ\_{\max}-ε)$ tends to zero at a logarithmic rate as $…