Simulated annealing in Rd with slowly growing potentials - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2021

Simulated annealing in Rd with slowly growing potentials

Résumé

We use a localization procedure to weaken the growth assumptions of Royer [8], Miclo [4] and Zitt [9] concerning the continuous-time simulated annealing in R d. We show that a transition occurs for potentials growing like a log log |x| at infinity. We also study a class of potentials with possibly unbounded sets of local minima.
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Dates et versions

hal-02277747 , version 1 (03-09-2019)

Identifiants

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Nicolas Fournier, Pierre Monmarché, Camille Tardif. Simulated annealing in Rd with slowly growing potentials. Stochastic Processes and their Applications, 2021, 131, pp.276-291. ⟨10.1016/j.spa.2020.09.014⟩. ⟨hal-02277747⟩
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