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arXiv · 2107.11619

Convergence of the kinetic annealing for general potentials

Lucas Journel·Pierre Monmarché
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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.

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Lucas Journel, Pierre Monmarché. 2021-07-24. Convergence of the kinetic annealing for general potentials. https://arxiv.org/abs/2107.11619

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