关于$\mathbf{R}^d$中的模拟退火算法
On The Simulated Annealing In $\mathbf{R}^d$
摘要:
使用局部化过程和Holley-Kusuoka-Stroock [7]在环面中的结果,我们广泛地削弱了关于$\mathbf{R}^d$中连续时间模拟退火成功的通常增长假设。我们唯一的假设是在足够低的温度下存在不变的概率测度。我们还证明了,在附录中,非爆炸准则的一类时间非均匀扩散。
英文摘要:
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.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。