Simulated Annealing using Hybrid Monte Carlo

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 ca...

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Bibliographic Details
Published inarXiv.org
Main Authors Salazar, R, Toral, R
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 31.07.1997
Subjects
Algorithms
Computer simulation
Monte Carlo simulation
Multivariate analysis
Optimization
Schedules
Simulated annealing
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Summary: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.
ISSN:2331-8422
DOI:10.48550/arxiv.9706051