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math.OC2025
Kinetic simulated annealing optimization with entropy-based cooling rate
Michael Herty, Mattia Zanella
We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield expon…
math.OC2025
Kinetic variable-sample methods for stochastic optimization problems
Sabrina Bonandin, Michael Herty
We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kineti…