On the convergence of global-optimization fraudulent stochastic algorithms

We introduce and analyse the almost sure convergence of a new stochastic algorithm for the global minimization of Morse functions on compact Riemannian manifolds. This diffusion process is called fraudulent because it requires the knowledge of minimal value of the function to minimize. Its investigation is nevertheless important, since in particular it appears as the limit behavior of non-fraudulent and time-inhomogeneous swarm mean-field algorithms used in global optimization.

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Publication Details

Journal
Annales Henri Lebesgue
Published
2025-10-03
DOI
https://doi.org/10.5802/ahl.242
Citations
1
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

On the convergence of global-optimization fraudulent stochastic algorithms

Laurent Miclo
1 citations
Annales Henri Lebesgue
Stochastic processes and financial applications
article

On the convergence of global-optimization fraudulent stochastic algorithms

Laurent Miclo
article en
1 citations

Abstract

We introduce and analyse the almost sure convergence of a new stochastic algorithm for the global minimization of Morse functions on compact Riemannian manifolds. This diffusion process is called fraudulent because it requires the knowledge of minimal value of the function to minimize. Its investigation is nevertheless important, since in particular it appears as the limit behavior of non-fraudulent and time-inhomogeneous swarm mean-field algorithms used in global optimization.

Annales Henri LebesgueVol. 8
Centre National de la Recherche Scientifique (FR), Université Toulouse III - Paul Sabatier (FR), Institut National des Sciences Appliquées de Toulouse (FR), Toulouse School of Economics (FR), Toulouse Mathematics Institute (FR), Institut de Mathématiques de Toulouse (FR)
Agence Nationale de la Recherche, Air Force Office of Scientific Research
Openalex Percentile: Top 100%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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On the convergence of global-optimization fraudulent stochastic algorithms — Laurent Miclo · Annales Henri Lebesgue (2025) | TGRS Research Map | TGRS