Simulated annealing in Rd with slowly growing potentials

Pierre Monmarché, Nicolas Fournier and Camille Tardif

Stochastic Processes and their Applications, 2021, vol. 131, issue C, 276-291

Abstract: We use a localization procedure to weaken the growth assumptions of Royer (1989), Miclo (1992) and Zitt (2008) concerning the continuous-time simulated annealing in Rd. We show that a transition occurs for potentials growing like aloglog|x| at infinity. We also study a class of potentials with possibly unbounded sets of local minima.

Keywords: Simulated annealing; Diffusion processes; Large time behavior; Slowly growing potentials (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2020.09.014

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