Generalized Simulated Annealing

Details Generalized Simulated Annealing Generalized Simulated Annealing

1995-01-12

arxiv.org/abs/cond-mat/9501047v1

Physics

Condensed Matter

13 pages, latex, 4 figures available upon request with the authors.

Scientific paper

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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