Related papers: Convergence of Simulated Annealing Using Kinetic L…
The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential $U$ for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules…
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…
Deep learning applications require global optimization of non-convex objective functions, which have multiple local minima. The same problem is often found in physical simulations and may be resolved by the methods of Langevin dynamics with…
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…
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…
We propose a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm…
In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem. More precisely, we address the problem of finding a global minimizer of a function with noisy…
The paper considers a distributed algorithm for global minimization of a nonconvex function. The algorithm is a first-order consensus + innovations type algorithm that incorporates decaying additive Gaussian noise for annealing, converging…
Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…
Langevin Dynamics has been extensively employed in global non-convex optimization due to the concentration of its stationary distribution around the global minimum of the potential function at low temperatures. In this paper, we propose to…
We study the convergence rate of continuous-time simulated annealing $(X_t; \, t \ge 0)$ and its discretization $(x_k; \, k =0,1, \ldots)$ for approximating the global optimum of a given function $f$. We prove that the tail probability…
The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…
We consider the problem of minimizing a convex objective function $F$ when one can only evaluate its noisy approximation $\hat{F}$. Unless one assumes some structure on the noise, $\hat{F}$ may be an arbitrary nonconvex function, making the…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield exponential decay of the entropy of the particle system. The…
Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However, if the temperature is decreased too quickly, this…
We consider the global optimization of a non-convex potential $U : \mathbb{R}^d \to \mathbb{R}$ and extend the controlled simulated annealing framework introduced by Molin et al. (2026) to the class of swarm gradient dynamics, a family of…
Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…
In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…
Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…