Simulated annealing using hybrid Monte Carlo

DOI10.1007/BF02764221MaRDI QIDQ1284956zbMATH OpenOpenAlexFDO

Authors K. Appert, Rafael Salazar, Raúl Toral

Publication date 5 August 1999

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9706051

zbMATH Keywords

hybrid Monte Carlo algorithmmultivariate minimizationperformancesimulated annealing

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Combinatorial optimization (90C27)

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.

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Cites work

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Cited in

(17)

• Hybrid parallel tempering and simulated annealing method
• Thermostatistics of extensive and non-extensive systems using generalized entropies
• Automatic histogram and variogram reproduction in simulated annealing simulation
• Sequential Monte Carlo simulated annealing
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• Designing machine operating strategy with simulated annealing and Monte Carlo simulation
• Stochastic optimization using simulated annealing with hypothesis test
• Efficient hybrid methods for global continuous optimization based on simulated annealing
• Accelerated Monte Carlo for optimal estimation of time series
• Multi-particle simulated annealing
• Simulated annealing in compound Gaussian random fields (image processing)
• Simulated annealing based on pattern search with derivative information
• Finding the optimum activation energy in DNA breathing dynamics: a simulated annealing approach
• scientific article; zbMATH DE number 953296 (Why is no real title available?)
• scientific article; zbMATH DE number 2083806 (Why is no real title available?)
• Faster Monte Carlo simulations at low temperatures. The waiting time method
• Hamiltonian-Dirac simulated annealing: application to the calculation of vortex states

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Uses Software

• simannf90

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