Diffusion for Global Optimization in \mathbb{R}^n
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DOI10.1137/0325042zbMATH Open0622.60093OpenAlexW2041898787MaRDI QIDQ3759653FDOQ3759653
Author name not available (Why is that?)
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325042
Convergence of probability measures (60B10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence theories in calculus of variations and optimal control (49J99)
Cited In (61)
- Adaptive state-dependent diffusion for derivative-free optimization
- Convergence of simulated annealing using kinetic Langevin dynamics
- Consensus-based optimization methods converge globally
- Approximation of an analog diffusion network with applications to image estimation
- Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration
- Swarm-based gradient descent meets simulated annealing
- State-Dependent Temperature Control for Langevin Diffusions
- Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law
- Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization
- Learning automata algorithms for pattern classification.
- Ergodicity of stochastic plates
- B-DeepONet: an enhanced Bayesian deeponet for solving noisy parametric PDEs using accelerated replica exchange SGLD
- Annealing diffusions in a potential function with a slow growth
- Logarithmic Sobolev inequalities and Langevin algorithms inRn
- Computational intelligence: From mathematical point of view
- Linearly constrained global optimization and stochastic differential equations
- Simulated annealing type algorithms for multivariate optimization
- Deterministic versus stochastic level-set regularization in nonlinear phase contrast tomography
- Convergence analysis of a global optimization algorithm using stochastic differential equations
- On the Generalized Langevin Equation for Simulated Annealing
- Distributed stochastic algorithm for global optimization in networked system
- Hypocoercivity in metastable settings and kinetic simulated annealing
- Title not available (Why is that?)
- Stochastic gradient Hamiltonian Monte Carlo for non-convex learning
- Global Optimization via Schrödinger–Föllmer Diffusion
- On multi-dimensional annealing problems
- Simulated annealing with time-dependent energy function
- An improved annealing method and its large-time behavior
- Global optimization with orthogonality constraints via stochastic diffusion on manifold
- Stochastic techniques for global optimization: A survey of recent advances
- Stochastic Diffeomorphisms and Homogenization of Multiple Integrals
- Convergence rates for annealing diffusion processes
- Asymptotic behaviour of the second eigenvalue of Kolmogorov processes
- A combined multistart-annealing algorithm for continuous global optimization
- Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
- Convergence of the kinetic annealing for general potentials
- Global optimization of higher order moments in portfolio selection
- New mathematical problems arising in the context of information technology
- Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
- Spectral analysis for a discrete metastable system driven by Lévy flights
- Cooling down stochastic differential equations: Almost sure convergence
- Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo
- Convergence of the simulated annealing algorithm for continuous global optimization
- Interactive diffusions for global optimization
- Noisy gradient flow from a random walk in Hilbert space
- Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions
- Global optimization using diffusion perturbations with large noise intensity
- Global optimization and simulated annealing
- Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\)
- Convergence in distribution of some self-interacting diffusions
- Lévy flights, non-local search and simulated annealing
- Numerical optimization and quasiconvexity
- Simulated annealing for stochastic semilinear equations on Hilbert spaces
- Simulated annealing for Lévy-driven jump-diffusions
- A natural order in dynamical systems based on Conley-Markov matrices
- Unconstrained global optimization using stochastic intergral equations
- Singular perturbed Markov chains and exact behaviors of simulated annealing processes
- Global optimization of robust chance constrained problems
- Simulated annealing and quantum detailed balance
- Tail probability estimates of continuous-time simulated annealing processes
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