Levy Flights, Non-local Search and Simulated Annealing

Details Levy Flights, Non-local Search and Simulated Annealing Levy Flights, Non-local Search and Simulated Annealing

2007-01-26

arxiv.org/abs/cond-mat/0701653v1

Physics

Condensed Matter

Statistical Mechanics

Scientific paper

10.1016/j.jcp.2007.06.008

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.

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