Hybrid parallel tempering and simulated annealing method

DOI10.1016/j.amc.2009.02.023zbMath1166.65344OpenAlexW1972094069MaRDI QIDQ1026287

Andrey Gorin, Nikita Arnold, Vladimir A. Protopopescu, Yaohang Li, Xinyu Zhang

Publication date: 24 June 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.02.023

zbMATH Keywords

Markov chain Monte Carlo methodnumerical examplessimulated annealinggenetic algorithmstraveling salesman problemparallel tempering

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (5)

Ergodicity of the infinite swapping algorithm at low temperature ⋮ A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs ⋮ Investigation of temperature parallel simulated annealing for optimizing continuous functions with application to hyperspectral tomography ⋮ Sequential Predictive Scheduling in Partitioned Data Domains ⋮ Hybrid evolutionary fuzzy learning scheme in the applications of traveling salesman problems

Uses Software

• CIXL2

Cites Work

• Optimization by Simulated Annealing
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Accelerated simulated tempering
• Dynamic weighting in Monte Carlo and optimization
• A Theory for Dynamic Weighting in Monte Carlo Computation
• A comparison of simulated annealing cooling strategies
• Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
• Feedback-optimized parallel tempering Monte Carlo
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications
• An Effective Heuristic Algorithm for the Traveling-Salesman Problem
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Hybrid parallel tempering and simulated annealing method