环面上具有间断梯度的势函数的模拟退火

SIMULATED ANNEALING WITH A POTENTIAL FUNCTION WITH DISCONTINUOUS GRADIENT ON TORUS

本文证明了环面上具有间断梯度的势函数的模拟退火过程：ｄＸｔ＝－ＶＵ（Ｘｔ）ｄｔ＋ 依概率收敛到势函数的全局极小集附近．

In this paper, it is proved that the simulated annealing process dXt = -(t) Wt with a potential function on torus, of which the gradient is discontinuous, converges in probability to a neighborhood of the global minima set of the potential function.