On the simulated annealing in Rd

被引：5

作者：

Fournier, Nicolas ^{[1
]}

Tardif, Camille ^{[1
]}

机构：

[1] Sorbonne Univ, LPSM UMR 8001, Case Courrier 158, F-75252 Paris 05, France

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 2021年 / 281卷 / 05期

关键词：

Simulated annealing; Time-inhomogeneous diffusion processes; Large time behavior; Non-explosion; EXPLOSION;

D O I：

10.1016/j.jfa.2021.109086

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Using a localization procedure and the result of Holley-Kusuoka-Stroock [8] in the torus, we widely weaken the usual growth assumptions concerning the success of the continuous-time simulated annealing in R-d. Our only assumption is the existence of an invariant probability measure for a sufficiently low temperature. We also prove, in an appendix, a non-explosion criterion for a class of time-inhomogeneous diffusions. (C) 2021 Elsevier Inc. All rights reserved.

引用

页数：30

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