Levy flights, non-local search and simulated annealing

被引：416

作者：

Pavlyukevich, Ilya ^{[1
]}

机构：

[1] Humboldt Univ, Dept Math, D-12489 Berlin, Germany

来源：

JOURNAL OF COMPUTATIONAL PHYSICS | 2007年 / 226卷 / 02期

关键词：

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

D O I：

10.1016/j.jcp.2007.06.008

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

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.

引用

收藏

页码：1830 / 1844

页数：15

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