论文标题

在$ \ mathbf {r}^d $中的模拟退火上

On The Simulated Annealing In $\mathbf{R}^d$

论文作者

Fournier, Nicolas, Tardif, Camille

论文摘要

使用本地化程序以及圆环中的Holley-Kusuoka-strock [7]的结果,我们广泛削弱了关于连续时间模拟退火在$ \ mathbf {r}^d $中连续模拟退火的成功的常规假设。我们唯一的假设是存在足够低温的不变概率度量。在附录中,我们还证明了针对一类超均匀扩散的非探索标准。

Using a localization procedure and the result of Holley-Kusuoka-Stroock [7] in the torus, we widely weaken the usual growth assumptions concerning the success of the continuous-time simulated annealing in $\mathbf{R}^d$. Our only assumption is the existence of an invariant probability measure for a sufficiently low temperature. We also prove, in an appendix, a non-explosion criterion for a class of time-inhomogeneous diffusions.

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