Diffusion for Global Optimization in \mathbb{R}^n
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Publication:3759653
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)
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(62)- Convergence of the simulated annealing algorithm for continuous global optimization
- Lévy flights, non-local search and simulated annealing
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- Linearly constrained global optimization and stochastic differential equations
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
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- An improved annealing method and its large-time behavior
- Convergence rates for annealing diffusion processes
- Distributed stochastic algorithm for global optimization in networked system
- Hypocoercivity in metastable settings and kinetic simulated annealing
- Simulated annealing type algorithms for multivariate optimization
- Unconstrained global optimization using stochastic intergral equations
- Global optimization with orthogonality constraints via stochastic diffusion on manifold
- Simulated annealing with time-dependent energy function
- Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions
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- New mathematical problems arising in the context of information technology
- Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\)
- Deterministic versus stochastic level-set regularization in nonlinear phase contrast tomography
- On the Generalized Langevin Equation for Simulated Annealing
- Convergence analysis of a global optimization algorithm using stochastic differential equations
- Simulated annealing and quantum detailed balance
- Singular perturbed Markov chains and exact behaviors of simulated annealing processes
- Global optimization using diffusion perturbations with large noise intensity
- Asymptotic behaviour of the second eigenvalue of Kolmogorov processes
- Global optimization of higher order moments in portfolio selection
- Convergence of the kinetic annealing for general potentials
- Stochastic techniques for global optimization: A survey of recent advances
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- Laplacian smoothing stochastic gradient Markov chain Monte Carlo
- Global optimization and simulated annealing
- Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
- Numerical optimization and quasiconvexity
- Spectral analysis for a discrete metastable system driven by Lévy flights
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- Noisy gradient flow from a random walk in Hilbert space
- Convergence in distribution of some self-interacting diffusions
- Global optimization of robust chance constrained problems
- Simulated annealing for stochastic semilinear equations on Hilbert spaces
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- Stochastic Diffeomorphisms and Homogenization of Multiple Integrals
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- Consensus-based optimization methods converge globally
- State-Dependent Temperature Control for Langevin Diffusions
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- Convergence of simulated annealing using kinetic Langevin dynamics
- Global convergence of stochastic gradient Hamiltonian Monte Carlo for nonconvex stochastic optimization: nonasymptotic performance bounds and momentum-based acceleration
- Approximation of an analog diffusion network with applications to image estimation
- Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law
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