Levy Flights, Non-local Search and Simulated Annealing
Statistical Mechanics
2009-11-13 v1 Optimization and Control
Abstract
We solve a problem of non-convex stochastic optimisation with help of simulated annealing of Levy flights of a variable stability index. The search of the ground state of an unknown potential is non-local due to big jumps of the Levy flights process. The convergence to the ground state is fast due to a polynomial decrease rate of the temperature.
Cite
@article{arxiv.cond-mat/0701653,
title = {Levy Flights, Non-local Search and Simulated Annealing},
author = {I. Pavlyukevich},
journal= {arXiv preprint arXiv:cond-mat/0701653},
year = {2009}
}