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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…

统计力学 · 物理学 2009-10-30 R. Salazar , R. Toral

Active regions (ARs) are typical magnetic structures found in the solar atmosphere. We calculate several magnetohydrostatic (MHS) equilibrium models that include the effect of a finite plasma-$\beta$ and gravity and that are representative…

太阳与恒星天体物理 · 物理学 2023-03-08 Jaume Terradas , Thomas Neukirch

Simulated Annealing (SA) is a widely used stochastic optimization algorithm, yet much of its theoretical understanding is limited to asymptotic convergence guarantees or general spectral bounds. In this paper, we develop a finite-time…

系统与控制 · 电气工程与系统科学 2026-02-11 Hansini Ramachandran , Bhaskar Krishnamachari

Given a target function $U$ to minimize on a finite state space $\mathcal{X}$, a proposal chain with generator $Q$ and a cooling schedule $T(t)$ that depends on time $t$, in this paper we study two types of simulated annealing (SA)…

概率论 · 数学 2020-07-21 Michael C. H. Choi

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…

机器学习 · 统计学 2007-09-20 A. Lecchini-Visintini , J. Lygeros , J. Maciejowski

This research concerns design optimization problems involving numerous design parameters and large computational models. These problems generally consist in non-convex constrained optimization problems in large and sometimes complex search…

最优化与控制 · 数学 2024-12-20 A. Batou

We present a reduced magnetohydrodynamic (MHD) mathematical model describing the dynamical behavior of highly conducting plasmas with frozen-in magnetic fields, constrained by the assumption that, there exists a frame of reference, where…

等离子体物理 · 物理学 2022-02-23 Igor V Sokolov , Lulu Zhao , Tamas I Gombosi

Relations of simulated annealing and quantum annealing are studied by a mapping from the transition matrix of classical Markovian dynamics of the Ising model to a quantum Hamiltonian and vice versa. It is shown that these two operators, the…

量子物理 · 物理学 2015-01-08 Hidetoshi Nishimori , Junichi Tsuda , Sergey Knysh

We propose a new metaheuristic training scheme that combines Stochastic Gradient Descent (SGD) and Discrete Optimization in an unconventional way. Our idea is to define a discrete neighborhood of the current SGD point containing a number of…

机器学习 · 计算机科学 2019-06-05 Matteo Fischetti , Matteo Stringher

We present an introduction to the orbital stability of relative equilibria of Hamiltonian dynamical systems on (finite and infinite dimensional) Banach spaces. A convenient formulation of the theory of Hamiltonian dynamics with symmetry and…

偏微分方程分析 · 数学 2015-01-07 Stephan De Bievre , François Genoud , Simona Rota Nodari

We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

概率论 · 数学 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

This paper reports a development in the proper symplectic decomposition (PSD) for model reduction of forced Hamiltonian systems. As an analogy to the proper orthogonal decomposition (POD), PSD is designed to build a symplectic subspace to…

数值分析 · 数学 2016-03-14 Liqian Peng , Kamran Mohseni

In this paper we use the symmetry reduction method to obtain invariant solutions of the ideal magnetohydrodynamic equations in (3+1) dimensions. These equations are invariant under a Galilean-similitude Lie algebra for which the…

数学物理 · 物理学 2007-05-23 Philippe Picard

The planted coloring problem is a prototypical inference problem for which thresholds for Bayes optimal algorithms, like Belief Propagation (BP), can be computed analytically. In this paper, we analyze the limits and performances of the…

无序系统与神经网络 · 物理学 2023-06-29 Maria Chiara Angelini , Federico Ricci-Tersenghi

Metriplectic dynamics is applied to compute equilibria of fluid dynamical systems. The result is a relaxation method in which Hamiltonian dynamics (symplectic structure) is combined with dissipative mechanisms (metric structure) that…

等离子体物理 · 物理学 2018-12-05 C. Bressan , M. Kraus , P. J. Morrison , O. Maj

Discrete choice experiments (DCEs) investigate the attributes that influence individuals' choices when selecting among various options. To enhance the quality of the estimated choice models, researchers opt for Bayesian optimal designs that…

统计方法学 · 统计学 2025-04-01 Yicheng Mao , Roselinde Kessels , Tom van der Zanden

The coherent Ising machine (CIM) is a nonconventional hardware architecture for finding approximate solutions to large-scale combinatorial optimization problems. It operates by annealing a laser gain parameter to adiabatically deform a…

无序系统与神经网络 · 物理学 2025-10-28 Federico Ghimenti , Adithya Sriram , Atsushi Yamamura , Hideo Mabuchi , Surya Ganguli

Adaptive simulated annealing (ASA) is a global optimization algorithm based on an associated proof that the parameter space can be sampled much more efficiently than by using other previous simulated annealing algorithms. The author's ASA…

数学软件 · 计算机科学 2007-05-23 Lester Ingber

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…

人工智能 · 计算机科学 2021-11-23 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

Quantum annealing (QA) is a promising approach for not only solving combinatorial optimization problems but also simulating quantum many-body systems such as those in condensed matter physics. However, non-adiabatic transitions constitute a…

量子物理 · 物理学 2022-09-21 Takashi Imoto , Yuya Seki , Yuichiro Matsuzaki