A dynamic programming approach to efficient sampling from Boltzmann distributions

DOI10.1016/j.orl.2008.07.009zbMath1151.91586OpenAlexW1994586664MaRDI QIDQ2517788

Archis Ghate, Robert L. Smith

Publication date: 9 January 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2008.07.009

zbMATH Keywords

Markov chain Monte Carlosimulated annealingcooling schedulewarm start

Mathematics Subject Classification ID

Dynamic programming (90C39) Equilibrium statistical mechanics (82B99) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (1)

Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming

Cites Work

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• Accelerating simulated annealing for the permanent and combinatorial counting problems
• Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
• Simulated Annealing for Convex Optimization
• Probability and Computing

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