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Very fast simulated re-annealing
Open accessAbstract
An algorithm is developed to statistically find the best global fit of a nonlinear nonconvex cost-function over a D-dimensional space. It is argued that this algorithm permits an annealing schedule for ''temperature'' T decreasing exponentially in annealing-time k, T = T"0exp(-ck^1^/^D). The introduction of re-annealing also permits adaptation to changing insensitivities in the multi-dimensional parameter-space. This annealing schedule is faster than fast Cauchy annealing, where T = T"0/k, and much faster than Boltzmann annealing, where T = T"0/1nk. Applications are being made to fit empirical data to Lagrangians representing nonlinear Gaussian-Markovian systems.
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Equation of State Calculations by Fast Computing Machines
Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., & Teller, E. (1953) · The Journal of Chemical Physics · doi:10.1063/1.1699114 · Cited by 37,192
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Metadata
- Authors
- Ingber, L.
- Venue
- Mathematical and Computer Modelling
- Publisher
- Elsevier BV
- Published
- 1989
- Volume
- 12
- Issue
- 8
- Pages
- 967-973
- ISSN
- 0895-7177 (ISSN-L)
- OpenAlex
- W2030605379
- Cited by
- 1,286
- References
- 1
- FWCI
- 4.11
- Type
- journal article
- Language
- en
- Open access
- bronze
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Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
