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Levy Flights, Non-local Search and Simulated Annealing | I. Pavlyukevich
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26 Jan 2007 | Subject: | Statistical Mechanics | Abstract: | We solve a problem of non-convex stochastic optimisation with help of simulated annealing of Levy flights of a variable stability index. The search of the ground state of an unknown potential is non-local due to big jumps of the Levy flights process. The convergence to the ground state is fast due to a polynomial decrease rate of the temperature. | Source: | arXiv, cond-mat/0701653 | Services: | Forum | Review | PDF | Favorites |
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