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arxiv: cond-mat/9501047 · v1 · pith:FONYFOA5new · submitted 1995-01-12 · ❄️ cond-mat

Generalized Simulated Annealing

Constantino Tsallis (Dept of Phys , Ast , Michigan State Univ.) , Daniel A. Stariolo (Centro Brasileiro de Pesquisas Fisicas) This is my paper
classification ❄️ cond-mat
keywords simulatedannealinggeneralizedalgorithmmachineannealingsboltzmanncalled
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We propose a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm recovers, as particular cases, the so called classical ("Boltzmann machine") and fast ("Cauchy machine") simulated annealings, and can be quicker than both. Key-words: simulated annealing; nonconvex optimization; gradient descent; generalized statistical mechanics.

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