Tail probability estimates of continuous-time simulated annealing processes

DOI10.3934/NACO.2022015zbMATH Open1518.60073OpenAlexW4285307311MaRDI QIDQ6164089FDOQ6164089

Publication date: 26 July 2023

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2022015

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zbMATH Keywords

simulated annealing convergence rate continuous time functional inequalities overdamped Langevin equation Eyring-Kramers law

Mathematics Subject Classification ID

Diffusion processes (60J60) Nonlinear programming (90C30) Functional inequalities, including subadditivity, convexity, etc. (39B62)

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Cited In (2)

Annealing diffusions in a potential function with a slow growth
Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law

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