NDLI: Interactive Diffusions for Global Optimization

Content Provider	Springer Nature Link
Author	Sun, Yue Garcia, Alfredo
Copyright Year	2013
Abstract	We present a novel approach, in which parallel annealing processes interact in a manner that expedites the identification of a globally optimal solution. A first annealing process operates at a faster time scale and has a drift function that converges to a non-zero (but relatively small) noise level. A second annealing process (operating at a slower time scale) is subject to a modified drift term in which the steepest descent direction is perturbed with the first annealing process density gradient. This additional term ensures that the second process is “repelled” from regions already explored. As a result, the first annealing process (which quickly identifies locally optimal solutions) allows the second annealing process to bypass locally optimal solutions recently identified, so that it can be made to converge to global optima at a faster rate. We show that, when compared to independent annealing processes, the proposed interactive diffusions can increase the speed of convergence at the expense of minimal additional computational overhead.
Starting Page	491
Ending Page	509
Page Count	19
File Format	PDF
ISSN	00223239
Journal	Journal of Optimization Theory and Applications
Volume Number	163
Issue Number	2
e-ISSN	15732878
Language	English
Publisher	Springer US
Publisher Date	2013-09-04
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Diffusions Simulated annealing Parallel computing Calculus of Variations and Optimal Control; Optimization Optimization Theory of Computation Applications of Mathematics Engineering Operations Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Control and Optimization Management Science and Operations Research

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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