A Unifying Framework for Global Optimization: From Theory to Formalization
Gaëtan Serré, Argyris Kalogeratos, Nicolas Vayatis
cs.FL
Aug 28, 2025 · v1
TL;DR
Formalizes a measure-theoretic framework and a consistency theorem for stochastic global optimization algorithms in Lean.
Abstract
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.
Problem
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.
Approach
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.
Results
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.