K. Zhang

Global Convergence of Third-Order Langevin Dynamics for Non-Convex Optimization via Simulated Annealing

We study global convergence guarantees of third-order Langevin dynamics for non-convex optimization via simulated annealing with fixed friction and decreasing noise. An explicit three-block distorted entropy transfers dissipation from the noisy auxiliary variable to the full state. Under dissipativity, regularity, and...