Hybrid parallel tempering and simulated annealing method

DOI10.1016/j.amc.2009.02.023zbMath1166.65344MaRDI QIDQ1026287

Vladimir A. Protopopescu, Xinyu Zhang, Yaohang Li, Nikita Arnold, Andrey Gorin

Publication date: 24 June 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.02.023

zbMATH Keywords

Markov chain Monte Carlo method; numerical examples; simulated annealing; genetic algorithms; traveling salesman problem; parallel tempering

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65K05: Numerical mathematical programming methods

65C05: Monte Carlo methods

90C15: Stochastic programming

65C40: Numerical analysis or methods applied to Markov chains

Related Items

Investigation of temperature parallel simulated annealing for optimizing continuous functions with application to hyperspectral tomography, A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs

Uses Software

• CIXL2

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Accelerated simulated tempering
• Dynamic weighting in Monte Carlo and optimization
• A Theory for Dynamic Weighting in Monte Carlo Computation
• A comparison of simulated annealing cooling strategies
• Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
• Feedback-optimized parallel tempering Monte Carlo
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications
• An Effective Heuristic Algorithm for the Traveling-Salesman Problem