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On the simulated annealing in Rd
Journal of Functional Analysis ( IF 1.7 ) Pub Date : 2021-05-03 , DOI: 10.1016/j.jfa.2021.109086 Nicolas Fournier , Camille Tardif
中文翻译:
关于模拟退火
更新日期:2021-05-06
Journal of Functional Analysis ( IF 1.7 ) Pub Date : 2021-05-03 , DOI: 10.1016/j.jfa.2021.109086 Nicolas Fournier , Camille Tardif
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 . 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.
中文翻译:
关于模拟退火
使用局部化过程和Holley-Kusuoka-Stroock [8]在圆环中的结果,我们广泛削弱了关于连续时间模拟退火成功的常规增长假设。 。我们唯一的假设是对于足够低的温度存在不变的概率度量。在附录中,我们还证明了一类时间非均匀扩散的非爆炸准则。