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A cooling schedule for simulated annealing specifies successive effective temperatures and how many proposals to attempt at each. For example, $T_k=T_0{r}^k$ with $0<r<1$, using the geometric sequence, can define stages of equal chosen length. Changing $T$ changes the transition matrix: if the state probability distribution is ${\mu }_n$, then ${\mu }_{n+1}={\mu }_n{P}_{T_n}$, which generally differs from ${\pi }_{T_{n+1}}$. Time spent at one temperature must be compared with its mixing time before equilibrium intuition is justified.

In the five-state barrier example for simulated annealing, fixed $T_{\ast }>0$ gives a finite irreducible Markov chain, so $4$ is eventually visited with probability one. That unbounded-time statement gives no fixed finite deadline. Over any finite number $N$ of trials starting at $1$, the probability of staying at $1$ throughout isEach factor is the rejection probability at $1$. This is an explicit failure event even when every $T_n$ is positive: the best visited objective function value remains $1$, above the global minimum value $0$. More exploratory proposals can help cross a barrier; cooling before those moves occur can preserve a poor local minimum. Successful asymptotic schedules need additional analysis of the allowed moves and barriers.

Historically, Scott Kirkpatrick, Charles Daniel Gelatt Jr. and Mario P. Vecchi connected statistical mechanics with mathematical optimization in 1983. They adapted the Metropolis–Hastings algorithm to cooling searches with symmetric proposals and illustrated computer-design problems.^[ref]

By Scott Kirkpatrick, Charles Daniel Gelatt Jr. and Mario P. Vecchi. Science 220(4598), 671–680 (13 May 1983).

DOI: doi.org/10.1126/science.220.4598.671

Inspected scan: hedibert.org/wp-content/uploads/2013/12/1983KirkpatrickGelattVecchi.pdf

Cited passages: pp. 672–673 and 675.

The Sherrington-Kirkpatrick model couples every distinct pair of Ising spins using independent standard normal random variables $z_{ij}$ for $i<j$, with $J_{ji}=J_{ij}$. Here $J_0$ and $\mathcal{J}$ have units of energy. David Sherrington and Scott Kirkpatrick introduced this scaling in 1975; their original replica-symmetric calculation gave an unphysical negative low-temperature entropy. The model and that initial proposed solution must be distinguished.^[ref]