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
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