论文标题
使用动力学Langevin动力学的模拟退火收敛
Convergence of Simulated Annealing Using Kinetic Langevin Dynamics
论文作者
论文摘要
我们研究基于动力学兰格文动力学的模拟退火算法，以找到非凸电势函数的全局最小值。对于连续的时间公式和离散的时间模拟，我们在潜在功能的技术条件下获得了收敛率结果，以及适当的冷却时间表和时间离散参数的适当选择。
We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the convergence rate results under technical conditions on the potential function, together with an appropriate choice of the cooling schedule and the time discretization parameters.
