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

2020

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

Fournier, Nicolas, Tardif, Camille

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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 $\mathbf{R}^d$.

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.

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N. Fournier, P. Monmarché, C. Tardif
1909
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A. Friedman
1964
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S. Kirkpatrick, C.D. Gelatt, M.P. Vecchi
1983
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M.I. Freidlin, A.D. Wentzell
1984
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A. Grigor’yan
1986
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