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Journal Articles Electronic Journal of Probability Year : 2022

Convergence of the kinetic annealing for general potentials

Abstract

The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential $U$ for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules is established. The results are based on an adaptation to non-elliptic non-reversible kinetic settings of a localization/local convergence strategy developed by Fournier and Tardif in the overdamped elliptic case, and on precise quantitative high order Sobolev hypocoercive estimates.

Dates and versions

hal-03762601 , version 1 (28-08-2022)

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Lucas Journel, Pierre Monmarché. Convergence of the kinetic annealing for general potentials. Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP891⟩. ⟨hal-03762601⟩
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