Levy flights, non-local search and simulated annealing

JOURNAL OF COMPUTATIONAL PHYSICS

卷:226

Article

Pavlyukevich, Ilya

关键词: Levy flights;    simulated annealing;    non-local search;    heavy-tails;    variable stability index;    stable-like process;    global optimisation;   

DOI  :  10.1016/j.jcp.2007.06.008

来源: Elsevier

【 摘 要 】

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. (c) 2007 Elsevier Inc. All rights reserved.

【 授权许可】

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