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Simulated annealing in Rd with slowly growing potentials
Stochastic Processes and their Applications ( IF 1.4 ) Pub Date : 2021-01-01 , DOI: 10.1016/j.spa.2020.09.014
Pierre Monmarché , Nicolas Fournier , Camille Tardif

Abstract We use a localization procedure to weaken the growth assumptions of Royer (1989), Miclo (1992) and Zitt (2008) concerning the continuous-time simulated annealing in R d . We show that a transition occurs for potentials growing like a log log | x | at infinity. We also study a class of potentials with possibly unbounded sets of local minima.

中文翻译:

在 Rd 中模拟退火,电位缓慢增长

摘要 我们使用定位程序来弱化 Royer (1989)、Miclo (1992) 和 Zitt (2008) 关于 R d 中连续时间模拟退火的增长假设。我们表明,对于像对数日志一样增长的电位会发生转变| × | 在无穷远处。我们还研究了一类可能具有无限局部最小值集的势能。
更新日期:2021-01-01
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