Proves that simulated annealing with a specific temperature schedule solves convex optimization in polynomial time with high probability using only a membership oracle, plus practical modifications tested on copositive programs.
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Simulated annealing with hit-and-run for convex optimization: rigorous complexity analysis and practical perspectives for copositive programming
Proves that simulated annealing with a specific temperature schedule solves convex optimization in polynomial time with high probability using only a membership oracle, plus practical modifications tested on copositive programs.