Convergence of the kinetic annealing for general potentials
Probability
2022-12-08 v3 Analysis of PDEs
Abstract
The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules is established. The results are based on an adaptation to non-elliptic non-reversible kinetic settings of a localization/local convergence strategy developed by Fournier and Tardif in the overdamped elliptic case, and on precise quantitative high order Sobolev hypocoercive estimates.
Keywords
Cite
@article{arxiv.2107.11619,
title = {Convergence of the kinetic annealing for general potentials},
author = {Lucas Journel and Pierre Monmarché},
journal= {arXiv preprint arXiv:2107.11619},
year = {2022}
}
Comments
37 pages, 2 figures