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We study the convergence rate of continuous-time simulated annealing $(X_t; \, t \ge 0)$ and its discretization $(x_k; \, k =0,1, \ldots)$ for approximating the global optimum of a given function $f$. We prove that the tail probability…

Probability · Mathematics 2021-02-10 Wenpin Tang , Xun Yu Zhou

Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…

Statistical Mechanics · Physics 2015-05-28 Ronald Dickman , A. G. Cunha-Netto

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However, if the temperature is decreased too quickly, this…

Optimization and Control · Mathematics 2025-04-14 Vincent Molin , Axel Ringh , Moritz Schauer , Akash Sharma

We study the computational complexity of approximately counting the number of independent sets of a graph with maximum degree Delta. More generally, for an input graph G=(V,E) and an activity lambda>0, we are interested in the quantity…

Computational Complexity · Computer Science 2013-08-12 Andreas Galanis , Qi Ge , Daniel Stefankovic , Eric Vigoda , Linji Yang

Using Monte Carlo simulations we study cooling-rate effects in a three-dimensional Ising model with four-spin interaction. During coarsening, this model develops growing energy barriers which at low temperature lead to very slow dynamics.…

Statistical Mechanics · Physics 2009-10-31 A. Lipowski , D. Johnston

This study combines simulated annealing with delta evaluation to solve the joint stratification and sample allocation problem. In this problem, atomic strata are partitioned into mutually exclusive and collectively exhaustive strata. Each…

Artificial Intelligence · Computer Science 2021-11-23 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking…

Artificial Intelligence · Computer Science 2017-04-05 Alexander Eckrot , Carina Geldhauser , Jan Jurczyk

Boltzmann sampling is a central component of many computational frameworks, including numerous algorithms in machine learning. Although quantum annealers have been investigated as potential fast Boltzmann samplers, their dependence on…

Statistical Mechanics · Physics 2026-04-15 Ju-Yeon Gyhm , Gilhan Kim , Hyukjoon Kwon , Yongjoo Baek

We review several parallel tempering schemes and examine their main ingredients for accuracy and efficiency. The present study covers two selection methods of temperatures and several choices for the exchange of replicas, including a recent…

Statistical Mechanics · Physics 2015-06-16 A. Malakis , T. Papakonstantinou

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Computation · Statistics 2016-04-15 Carlo Albert , Hans R. Kuensch , Andreas Scheidegger

Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…

Artificial Intelligence · Computer Science 2021-05-25 Durgesh Agrawal , Yash Pote , Kuldeep S Meel

We introduce a new update scheme to systematically improve the efficiency of parallel tempering simulations. We show that by adapting the number of sweeps between replica exchanges to the canonical autocorrelation time, the average…

Statistical Mechanics · Physics 2008-09-26 Elmar Bittner , Andreas Nussbaumer , Wolfhard Janke

A ferromagnetic Ising chain which is endowed with a single-spin-flip Glauber dynamics is investigated. For an arbitrary annealing protocol, we derive an exact integral equation for the domain wall density. This integral equation admits an…

Statistical Mechanics · Physics 2015-05-14 P. L. Krapivsky

We consider Ising models defined on periodic approximants of aperiodic graphs. The model contains only a single coupling constant and no magnetic field, so the aperiodicity is entirely given by the different local environments of neighbours…

Statistical Mechanics · Physics 2017-08-23 Uwe Grimm , Przemyslaw Repetowicz

We study the computational complexity of approximating the partition function of the ferromagnetic Ising model with the external field parameter $\lambda$ on the unit circle in the complex plane. Complex-valued parameters for the Ising…

Computational Complexity · Computer Science 2021-01-25 Pjotr Buys , Andreas Galanis , Viresh Patel , Guus Regts

For spin systems, such as the $q$-colorings and independent-set models, approximating the partition function in the so-called non-uniqueness region, where the model exhibits long-range correlations, is typically computationally hard for…

Data Structures and Algorithms · Computer Science 2021-05-06 Zongchen Chen , Andreas Galanis , Daniel Štefankovič , Eric Vigoda

We consider the problem of estimating the partition function $Z(\beta)=\sum_x \exp(-\beta(H(x))$ of a Gibbs distribution with a Hamilton $H(\cdot)$, or more precisely the logarithm of the ratio $q=\ln Z(0)/Z(\beta)$. It has been recently…

Data Structures and Algorithms · Computer Science 2017-12-29 Vladimir Kolmogorov

We consider a family of quantum spin systems which includes as special cases the ferromagnetic XY model and ferromagnetic Ising model on any graph, with or without a transverse magnetic field. We prove that the partition function of any…

Quantum Physics · Physics 2017-09-13 Sergey Bravyi , David Gosset

We consider generalized quantum Ising models, including those which could describe disordered materials or quantum annealers, and we prove that for all temperatures above a system-size independent threshold the path integral Monte Carlo…

Quantum Physics · Physics 2025-07-16 Elizabeth Crosson , Samuel Slezak