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In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

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…

Machine Learning · Statistics 2007-09-20 A. Lecchini-Visintini , J. Lygeros , J. Maciejowski

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…

Statistical Mechanics · Physics 2024-05-13 Amin Barzegar , Firas Hamze , Christopher Amey , Jonathan Machta

Artificial neural networks (ANNs) are typically highly nonlinear systems which are finely tuned via the optimization of their associated, non-convex loss functions. In many cases, the gradient of any such loss function has superlinear…

Machine Learning · Computer Science 2023-01-18 Attila Lovas , Iosif Lytras , Miklós Rásonyi , Sotirios Sabanis

This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…

Optimization and Control · Mathematics 2026-05-01 Shyam Kamal , Baby Diana , Sunidhi Pandey , Sandip Ghosh , Thach Ngoc Dinh

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…

Probability · Mathematics 2021-02-10 Wenpin Tang , Xun Yu Zhou

Steering large-scale swarms with only limited control updates is often needed due to communication or computational constraints, yet most learning-based approaches do not account for this and instead model instantaneous velocity fields. As…

Machine Learning · Computer Science 2026-04-07 Anqi Dong , Yongxin Chen , Karl H. Johansson , Johan Karlsson

We consider the problem of sampling distributions stemming from non-convex potentials with Unadjusted Langevin Algorithm (ULA). We prove the stability of the discrete-time ULA to drift approximations under the assumption that the potential…

Machine Learning · Statistics 2025-09-01 Marien Renaud , Valentin De Bortoli , Arthur Leclaire , Nicolas Papadakis

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, the canonical Euler Maruyama discretization of the Langevin diffusion process, referred as Unadjusted Langevin Algorithm (ULA),…

Computation · Statistics 2021-07-28 Dao Nguyen , Xin Dang , Yixin Chen

Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…

Numerical Analysis · Mathematics 2026-05-12 Andreas Habring , Martin Zach

Population annealing is a recent addition to the arsenal of the practitioner in computer simulations in statistical physics and beyond that is found to deal well with systems with complex free-energy landscapes. Above all else, it promises…

Statistical Mechanics · Physics 2021-05-05 Martin Weigel , Lev Yu. Barash , Lev N. Shchur , Wolfhard Janke

We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of $N >…

Optimization and Control · Mathematics 2018-08-08 Shi Pu , Alfredo Garcia

This work presents a novel, inference-based approach to the distributed and cooperative flocking control of aerial robot swarms. The proposed method stems from the Unmanned Aerial Vehicle (UAV) dynamics by limiting the latent set to the…

Robotics · Computer Science 2023-02-17 Malintha Fernando

This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…

Systems and Control · Computer Science 2017-03-29 Shiba Biswal , Karthik Elamvazhuthi , Spring Berman

The mean-field Langevin dynamics (MFLD) is a nonlinear generalization of the Langevin dynamics that incorporates a distribution-dependent drift, and it naturally arises from the optimization of two-layer neural networks via (noisy) gradient…

Machine Learning · Computer Science 2023-06-13 Taiji Suzuki , Denny Wu , Atsushi Nitanda

The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function…

Fluid Dynamics · Physics 2016-02-18 Eurika Kaiser , Bernd R. Noack , Andreas Spohn , Louis N. Cattafesta , Marek Morzynski

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

Collective behaviour in biological systems pitches us against theoretical challenges way beyond the borders of ordinary statistical physics. The lack of concepts like scaling and renormalization is particularly grievous, as it forces us to…

Statistical Mechanics · Physics 2017-10-11 A. Cavagna , D. Conti , C. Creato , L. Del Castello , I. Giardina , T. S. Grigera , S. Melillo , L. Parisi , M. Viale

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

We develop a numerical methodology for the computation of entanglement measures for mixed quantum states. Using the well-known Schr\"odinger-HJW theorem, the computation of convex roof entanglement measures is reframed as a search for…

Quantum Physics · Physics 2025-04-01 Jimmie Adriazola , Katarzyna Roszak