Global Optimization by Adapted Diffusion
In this paper, we study a diffusion stochastic dynamics with a general diffusion coefficient. The main result is that adapting the diffusion coefficient to the Hamiltonian allows to escape local wide minima and to speed up the convergence of the dynamics to the global minima. We prove the convergenc...
| Main Authors: | , , |
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| Other Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers,
2012-05-16T19:00:48Z.
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| Subjects: | |
| Online Access: | Get fulltext |