Simulated Annealing Using Hybrid Monte Carlo

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Dec 1997Embargo end date: 01 Jan 1997 English Publisher:Springer Science and Business Media LLCJournal:Journal of Statistical Physics, volume 89, pages 1,047-1,060 (issn: 0022-4715, eissn: 1572-9613,

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Authors: Salazar, R.; Toral, R.;

doi: 10.1007/bf02764221 , 10.48550/arxiv.cond-mat/9706051

arXiv: cond-mat/9706051

handle: 10261/53807

Simulated Annealing Using Hybrid Monte Carlo

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Abstract

We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the Hybrid Monte Carlo algorithm in their generalized version for the proposal of new configurations. We show how this choice can improve upon the performance of simulated annealing methods (mainly when the number of variables is large) by allowing a more effective searching scheme and a faster annealing schedule.

17 pages, 2 figures, LaTeX, to appear in Journal of Statistical Physics 89 5/6, (1997)

Related Organizations

Spanish National Research Council
Spain
University of the Balearic Islands
Spain
Mediterranean Institute for Advanced Studies
Spain

Keywords

Combinatorial optimization, Statistical Mechanics (cond-mat.stat-mech), High Energy Physics - Lattice (hep-lat), FOS: Physical sciences, Monte Carlo methods, hybrid Monte Carlo algorithm, multivariate minimization, High Energy Physics - Lattice, Numerical mathematical programming methods, simulated annealing, performance, Condensed Matter - Statistical Mechanics

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