English

On The Simulated Annealing In $\mathbf{R}^d$

Probability 2020-05-13 v2

Abstract

Using a localization procedure and the result of Holley-Kusuoka-Stroock [7] in the torus, we widely weaken the usual growth assumptions concerning the success of the continuous-time simulated annealing in Rd\mathbf{R}^d. 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.

Keywords

Cite

@article{arxiv.2003.06360,
  title  = {On The Simulated Annealing In $\mathbf{R}^d$},
  author = {Nicolas Fournier and Camille Tardif},
  journal= {arXiv preprint arXiv:2003.06360},
  year   = {2020}
}

Comments

22 pages

R2 v1 2026-06-23T14:14:09.111Z