ON THE CONVERGENCE OF THRESHOLD ACCEPTING

Simulated Annealing (SA) has become a very popular tool in combinatorial optimization since its introduction in 1982. Recently Dueck and Scheuer proposed another simple modification of local search which they called "Threshold Accepting" (TA). In this paper some convergence results for TA are presented. The proofs are not constructive and make use of the fact that in a certain sense "SA belongs to the convex hull of TA".