Levy Flights, Non-local Search and Simulated Annealing

Abstract

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.

References in corpus (2)

• Lévy flights in a steep potential well
• Levy Flights in External Force Fields: From Models to Equations

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