71 citations · 210 across the 21 of their papers we have counts for
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math.OC2020★ 4 cited
State-Dependent Temperature Control for Langevin Diffusions
Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou
We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type…
math.OC2020★ 4 cited
Non-Convex Optimization via Non-Reversible Stochastic Gradient Langevin Dynamics
Yuanhan Hu, Xiaoyu Wang, Xuefeng Gao +2
Stochastic Gradient Langevin Dynamics (SGLD) is a powerful algorithm for optimizing a non-convex objective, where a controlled and properly scaled Gaussian noise is added to the st…