Hypocoercivity in metastable settings and kinetic simulated annealing
Probability
2017-08-01 v3
Abstract
Combining classical arguments for the analysis of the simulated annealing algorithm with the more recent hypocoercive method of distorted entropy, we prove the convergence for large time of the kinetic Langevin annealing with logarithmic cooling schedule.
Cite
@article{arxiv.1502.07263,
title = {Hypocoercivity in metastable settings and kinetic simulated annealing},
author = {Pierre Monmarché},
journal= {arXiv preprint arXiv:1502.07263},
year = {2017}
}