Simulated Annealing using Hybrid Monte Carlo
Statistical Mechanics
2009-10-30 v2 High Energy Physics - Lattice
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.
Cite
@article{arxiv.cond-mat/9706051,
title = {Simulated Annealing using Hybrid Monte Carlo},
author = {R. Salazar and R. Toral},
journal= {arXiv preprint arXiv:cond-mat/9706051},
year = {2009}
}
Comments
17 pages, 2 figures, LaTeX, to appear in Journal of Statistical Physics 89 5/6, (1997)