Global Optimization via Schr{ö}dinger-F{ö}llmer Diffusion

Yin Dai, Yuling Jiao, Lican Kang +2

We study the problem of finding global minimizers of $V(x):{\mathbb{R}}^d\to \mathbb{R}$ approximately via sampling from a probability distribution ${\mu }_{\sigma }$ with density $p_σ(x)=…