Related papers: Optimization by thermal cycling
Thermal cycling is an heuristic optimization algorithm which consists of cyclically heating and quenching by Metropolis and local search procedures, respectively, where the amplitude slowly decreases. In recent years, it has been…
A procedure is presented which considerably improves the performance of local search based heuristic algorithms for combinatorial optimization problems. It increases the average `gain' of the individual local searches by merging pairs of…
In this pedagogical work we reviewed the mathematical formalism and the physical interpretation, based on statistical mechanics, of the meta-heuristics called simulated annealing. Moreover, we presented the mathematical formulation of the…
We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…
Optimization plays a significant role in many areas of science and technology. Most of the industrial optimization problems have inordinately complex structures that render finding their global minima a daunting task. Therefore, designing…
Simulated Annealing using Metropolis steps at decreasing temperatures is widely used to solve complex combinatorial optimization problems. In order to improve its efficiency, we can use the Rejection-Free version of the Metropolis…
We propose a new optimization method based on a demagnetization procedure well known in magnetism. We show how this procedure can be applied as a general tool to search for optimal solutions in any system where the configuration space is…
We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…
We propose a learning algorithm for solving the traveling salesman problem based on a simple strategy of trial and adaptation: i) A tour is selected by choosing cities probabilistically according to the ``synaptic'' strengths between…
To efficiently find an optimum parameter combination in a large-scale problem, it is a key to convert the parameters into available variables in actual machines. Specifically, quadratic unconstrained binary optimization problems are solved…
I propose a "quantum annealing" heuristic for the problem of combinatorial search among a frustrated set of states characterized by a cost function to be minimized. The algorithm is probabilistic, with postselection of the measurement…
Large dynamical changes in thermalizing glassy systems are triggered by trajectories crossing record sized barriers, a behavior revealing the presence of a hierarchical structure in configuration space. The observation is here turned into a…
Global optimization heuristics are popular to optimize hard non-convex problems. Despite their irrefutably large cost-to-solution, in the lack of other working greedy or convex approaches, global optimization algorithms remain the…
In this work we study, as the temperature goes to zero, the oscillation of Metropolis-Hasting's algorithm around the Basis Pursuit De-noising solutions. We derive new criteria for choosing the proposal distribution and the temperature in…
A local search algorithm solving an NP-complete optimisation problem can be viewed as a stochastic process moving in an 'energy landscape' towards eventually finding an optimal solution. For the random 3-satisfiability problem, the…
We present a physics inspired heuristic method for solving combinatorial optimization problems. Our approach is specifically motivated by the desire to avoid trapping in metastable local minima- a common occurrence in hard problems with…
We construct a simple quantum version of the classical Metropolis algorithm to prepare and observe quantum thermal states. It induces both a quantum Markov chain that mixes the quantum thermal state and a classical Markov chain that mixes…
We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…
Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…
Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…