Annealing schedule from population dynamics

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

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6 pages RevTeX, 4 figures PostScript; to be published in Phys. Rev. E

Scientific paper

10.1103/PhysRevE.59.3942

We introduce a dynamical annealing schedule for population-based optimization
algorithms with mutation. On the basis of a statistical mechanics formulation
of the population dynamics, the mutation rate adapts to a value maximizing
expected rewards at each time step. Thereby, the mutation rate is eliminated as
a free parameter from the algorithm.

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