Annealing diffusions in a slowly growing potential

Details Annealing diffusions in a slowly growing potential Annealing diffusions in a slowly growing potential

2006-07-06

arxiv.org/abs/math/0607147v1

Stochastic Processes and their Applications 118, 1 (2008) 76-119

Mathematics

Probability

Scientific paper

10.1016/j.spa.2007.04.002

We consider a continuous analogue of the simulated annealing algorithm in $R^d$. We prove a convergence result, under hypotheses weaker than the usual ones. In particular, we cover cases where the gradient of the potential goes to zero at infinity. The proof follows an idea of L. Miclo, but we replace the Poincar\'e and log-Sobolev inequalities (which do not hold in our setting) by weak Poincar\'e inequalities. We estimate the latter with measure-capacity criteria. We show that, despite the absence of a spectral gap, the convergence still holds for the "classical" schedule t = c/ ln(t), if c is bigger than a constant related to the potential.

Affiliated with

Also associated with

No associations

Rating

Annealing diffusions in a slowly growing potential does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Annealing diffusions in a slowly growing potential, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Annealing diffusions in a slowly growing potential will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-45473