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First page of A Unifying Framework for Global Optimization: From Theory to Formalization

A Unifying Framework for Global Optimization: From Theory to Formalization

Gaëtan Serré, Argyris Kalogeratos, Nicolas Vayatis

cs.FL Aug 28, 2025 · v1
Formalizes a measure-theoretic framework and a consistency theorem for stochastic global optimization algorithms in Lean.
We introduce an abstract measure___theoretic framework that serves as a tool to rigorously study stochastic iterative global optimization algorithms as a unified class. The framework is formulated in terms of probability kernels, which, via the Ionescu–Tulcea theorem, induce probability measures on the space of sequences of algorithm iterations, endowed with two intuitive properties. This framework answers the need for a general, implementation___independent formalism in the analysis of such algorithms, providing a starting point for formalizing global optimization results in proof-assistants. To illustrate the relevance of our tool, we show that common algorithms fit naturally in the framework, and we also use it to give a rigorous proof of a general consistency theorem for stochastic iterative global optimization algorithms (Proposition 3 of (Malherbe, et al., 2017). This proof and the entire framework are formalized in the Lean proof assistant. This formalization both ensures the correctness of the definitions and proofs, and provides a basis for future machine-assisted formalizations in the field.

Stochastic iterative global optimization algorithms (genetic algorithms, simulated annealing, particle swarm, etc.) lack a general, implementation-independent mathematical framework for rigorous analysis. Formalizing results about these algorithms in proof assistants was not previously addressed.

The paper introduces an abstract measure-theoretic framework formulated in terms of probability kernels, which via the Ionescu-Tulcea theorem induce probability measures on the space of sequences of algorithm iterations. The framework is endowed with two intuitive properties and provides a starting point for formalizing global optimization results in proof assistants like Lean.

The framework unifies the treatment of stochastic iterative global optimization algorithms as a single class. It provides the formal foundation needed to state and verify convergence properties of such algorithms in Lean, serving as a bridge between optimization theory and formal verification.