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 . 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