Tail probability estimates of continuous-time simulated annealing processes

DOI10.3934/naco.2022015zbMath1518.60073OpenAlexW4285307311MaRDI QIDQ6164089

Wenpin Tang, Xun Yu Zhou

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

zbMATH Keywords

simulated annealingconvergence ratefunctional inequalitiescontinuous timeoverdamped Langevin equationEyring-Kramers law

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
• Contractions in the 2-Wasserstein length space and thermalization of granular media
• Asymptotics of the spectral gap with applications to the theory of simulated annealing
• Recuit simulé sur \(\mathbb{R}{}^ n\). Étude de l'évolution de l'énergie libre. (Simulated annealing on \(\mathbb{R}{}^ n\). Study of the evolution of free energy)
• Convergence rates for annealing diffusion processes
• Singular stochastic differential equations.
• Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
• Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
• A study of subadmissible simulated annealing algorithms
• An improved annealing method and its large-time behavior
• Is there an analog of Nesterov acceleration for gradient-based MCMC?
• On the simulated annealing in \(\mathbb{R}^d\)
• Ergodicity of the infinite swapping algorithm at low temperature
• Exponential ergodicity and convergence for generalized reflected Brownian motion
• Lévy flights, non-local search and simulated annealing
• Annealing diffusions in a potential function with a slow growth
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Diffusions for Global Optimization
• Diffusion for Global Optimization in $\mathbb{R}^n $
• Non-convex Optimization for Machine Learning
• The Total Tardiness Problem: Review and Extensions
• Analysis and Geometry of Markov Diffusion Operators
• State-Dependent Temperature Control for Langevin Diffusions
• Sampling can be faster than optimization
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Introduction to nonparametric estimation

This page was built for publication: Tail probability estimates of continuous-time simulated annealing processes