Kinetic simulated annealing optimization with entropy-based cooling rate

Fuente: arXiv
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Auteurs principaux: Herty, Michael, Zanella, Mattia
Format: Preprint
Publié: 2025
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author Herty, Michael
Zanella, Mattia
author_facet Herty, Michael
Zanella, Mattia
contents We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield exponential decay of the entropy of the particle system. The analysis is carried out through kinetic equations for interacting particle systems describing the simulated annealing method in an extended phase space. Decay estimates are derived under the quasi-invariant scaling of the resulting system of Boltzmann-type equations to assess the consistency with their mean-field limit. Numerical results are provided to illustrate and support the theoretical findings.
format Preprint
id arxiv_https___arxiv_org_abs_2504_12835
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Kinetic simulated annealing optimization with entropy-based cooling rate
Herty, Michael
Zanella, Mattia
Optimization and Control
Adaptation and Self-Organizing Systems
We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield exponential decay of the entropy of the particle system. The analysis is carried out through kinetic equations for interacting particle systems describing the simulated annealing method in an extended phase space. Decay estimates are derived under the quasi-invariant scaling of the resulting system of Boltzmann-type equations to assess the consistency with their mean-field limit. Numerical results are provided to illustrate and support the theoretical findings.
title Kinetic simulated annealing optimization with entropy-based cooling rate
topic Optimization and Control
Adaptation and Self-Organizing Systems
url https://arxiv.org/abs/2504.12835