Simulated Annealing Using Hybrid Monte Carlo |
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| Authors: | R Salazar R Toral |
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| Institution: | (1) Departament de Fisica, Universitat de les Illes Balears, 07071 Palma de Mallorca, Spain;(2) Instituto Mediterráneo de Estudios Avanzados (IMEDEA, UIB-CSIC), 07071 Palma de Mallorca, Spain |
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| Abstract: | 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. |
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| Keywords: | Simulated annealing hybrid Monte Carlo multivariate mini-mization |
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