Asymptotic study of stochastic adaptive algorithm in non-convex landscape

no code implementations • 10 Dec 2020 • Sébastien Gadat, Ioana Gavra

We adopt the point of view of stochastic algorithms and establish the almost sure convergence of these methods when using a decreasing step-size point of view towards the set of critical points of the target function.

Convergence rate of a simulated annealing algorithm with noisy observations

no code implementations • 1 Mar 2017 • Clément Bouttier, Ioana Gavra

In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem.