Salazar, Rafael; Toral, Raul

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 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, Journal of Satatistical Physics 89, 1047 (1997), postscript version here).

Date published: 1997
Journal: Journal of Statistical Physics
Report number: 5/6
Volume: 89
Page: 1047 - 1060

Publications

Nonlinear Science and Statistical Physics Photonics