Molecular dynamics simulations are performed to examine the dynamic response of amorphous solids to oscillatory shear at finite temperatures. The data were collected from a poorly annealed binary glass, which was deformed periodically in the elastic regime during several hundred shear cycles. We found that the characteristic time required to reach a steady state with a minimum potential energy is longer at higher temperatures and larger strain amplitudes. With decreasing strain amplitude, the asymptotic value of the potential energy increases but it remains lower than in quiescent samples. The transient decay of the potential energy correlates well with a gradual decrease in the volume occupied by atoms with large nonaffine displacements. B...