Simulated Annealing Using Hybrid Monte Carlo

被引：0
|
作者：
R. Salazar
R. Toral
机构：
[1] Universitat de les Illes Balears,Departament de Fisica
[2] Instituto Mediterráneo de Estudios Avanzados (IMEDEA,undefined
[3] UIB-CSIC),undefined
来源：
Journal of Statistical Physics | 1997年 / 89卷
关键词：
Simulated annealing; hybrid Monte Carlo; multivariate mini-mization;
D O I：
暂无
中图分类号：
学科分类号：
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：13
相关论文
共 50 条
  • [1] Simulated annealing using hybrid Monte Carlo
    Salazar, R
    Toral, R
    [J]. JOURNAL OF STATISTICAL PHYSICS, 1997, 89 (5-6) : 1047 - 1060
  • [2] Sequential Monte Carlo simulated annealing
    Zhou, Enlu
    Chen, Xi
    [J]. JOURNAL OF GLOBAL OPTIMIZATION, 2013, 55 (01) : 101 - 124
  • [3] Sequential Monte Carlo simulated annealing
    Enlu Zhou
    Xi Chen
    [J]. Journal of Global Optimization, 2013, 55 : 101 - 124
  • [4] Simulated annealing: A Monte Carlo method for GPS surveying
    Fidanova, Stefka
    [J]. COMPUTATIONAL SCIENCE - ICCS 2006, PT 1, PROCEEDINGS, 2006, 3991 : 1009 - 1012
  • [5] APPLICATION OF MONTE-CARLO SIMULATED ANNEALING ON CONFORMATIONAL ANALYSIS
    Qiao Lin DENG Yu Zhen HAN Lu Hua LAI Xiao Jie XU You Qi TANG Institute of Physical Chemistry
    [J]. Chinese Chemical Letters, 1991, (10) : 809 - 812
  • [6] Simulated Annealing Monte Carlo Tree Search for large POMDPs
    Xiong, Kai
    Jiang, Hong
    [J]. 2014 SIXTH INTERNATIONAL CONFERENCE ON INTELLIGENT HUMAN-MACHINE SYSTEMS AND CYBERNETICS (IHMSC), VOL 1, 2014, : 140 - 143
  • [7] Monte carlo within simulated annealing for integral constrained optimizations
    Roberto Casarin
    Bertrand B. Maillet
    Anthony Osuntuyi
    [J]. Annals of Operations Research, 2024, 334 : 205 - 240
  • [8] Monte carlo within simulated annealing for integral constrained optimizations
    Casarin, Roberto
    Maillet, Bertrand B.
    Osuntuyi, Anthony
    [J]. ANNALS OF OPERATIONS RESEARCH, 2024, 334 (1-3) : 205 - 240
  • [9] A NEW PROCEDURE FOR MONTE-CARLO SIMULATED ANNEALING ON PROTEINS
    ZHAO, DQ
    JARDETZKY, O
    [J]. ABSTRACTS OF PAPERS OF THE AMERICAN CHEMICAL SOCIETY, 1994, 208 : 237 - PHYS
  • [10] A study of water clusters using the effective fragment potential and Monte Carlo simulated annealing
    Day, PN
    Pachter, R
    Gordon, MS
    Merrill, GN
    [J]. JOURNAL OF CHEMICAL PHYSICS, 2000, 112 (05): : 2063 - 2073
12345