Simulated annealing using hybrid Monte Carlo

被引：20
|
作者：
Salazar, R [1 ]
Toral, R
机构：
[1] Univ Illes Balears, Dept Fis, E-07071 Palma de Mallorca, Spain
[2] Univ Illes Balears, CSIC, IMEDEA, Inst Mediterraneo Estudios Avanzados, E-07071 Palma de Mallorca, Spain
来源：
JOURNAL OF STATISTICAL PHYSICS | 1997年 / 89卷 / 5-6期
关键词：
simulated annealing; hybrid Monte Carlo; multivariate minimization;
D O I：
10.1007/BF02764221
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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.
引用
收藏
页码：1047 / 1060
页数：14
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