Convergence of Simulated Annealing Using Kinetic Langevin Dynamics
Probability
2022-06-14 v1 Numerical Analysis
Numerical Analysis
Optimization and Control
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.
Keywords
Cite
@article{arxiv.2206.06179,
title = {Convergence of Simulated Annealing Using Kinetic Langevin Dynamics},
author = {Xuedong He and Xiaolu Tan and Ruocheng Wu},
journal= {arXiv preprint arXiv:2206.06179},
year = {2022}
}
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33 pages