NDLI: Fast simulated annealing with a multivariate Cauchy distribution and the configuration’s initial temperature

Content Provider	Springer Nature Link
Author	Lee, Chang Yong
Copyright Year	2015
Abstract	We propose a multi-dimensional fast simulated annealing method based on a multivariate Cauchy probability distribution and an initial temperature estimated from the configuration’s variation. While conventional multi-dimensional fast simulated annealing adopts the product of onedimensional random variables generated by a univariate Cauchy distribution, the proposed method generates a random vector from a multivariate Cauchy distribution. In this way, fast simulated annealing for a multi-dimensional problem maintains the same annealing schedule as that for the one-dimensional case. The proposed method also utilizes the initial temperature estimated from the configuration’s variation to generate a candidate state in addition to the conventional initial temperature derived from the variation of the objective function for the acceptance probability. The proposed method is shown not only to guarantee a fast annealing schedule but also to enhance the search capability. The proposed method was tested against the optimization of real-valued functions. We empirically found that the configuration’s initial temperature, together with multivariate Cauchy distribution, is more suitable than the conventional scheme for a fast annealing schedule. Moreover, the proposed method outperforms the conventional one in optimization problems having many variables.
Starting Page	1457
Ending Page	1466
Page Count	10
File Format	PDF
ISSN	03744884
Journal	Journal of the Korean Physical Society
Volume Number	66
Issue Number	10
e-ISSN	19768524
Language	English
Publisher	The Korean Physical Society
Publisher Date	2015-06-06
Publisher Place	Seoul
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Theoretical, Mathematical and Computational Physics Configuration’s initial temperature Multivariate Cauchy probability distribution Fast simulated annealing Annealing schedule Physics Particle and Nuclear Physics
Content Type	Text
Resource Type	Article
Subject	Physics and Astronomy

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