Abstract
We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the convergence rate results under technical conditions on the potential function, together with an appropriate choice of the cooling schedule and the time discretization parameters.
Citation
Xuedong He. Xiaolu Tan. Ruocheng Wu. "Convergence of simulated annealing using kinetic Langevin dynamics." Electron. J. Probab. 29 1 - 31, 2024. https://doi.org/10.1214/24-EJP1138
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