Levy Flights, Non-local Search and Simulated Annealing
arXiv:cond-mat/0701653 · doi:10.1016/j.jcp.2007.06.008
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.
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