Effective optimization using sample persistence: A case study on quantum annealers and various Monte Carlo optimization methods
نویسندگان
چکیده
منابع مشابه
Effective optimization using sample persistence: A case study on quantum annealers and various Monte Carlo optimization methods
We present and apply a general-purpose, multistart algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to values that have a high probability of being optimal. The resulting problems are smaller and less connected, and samplers tend to give better low-energy samples f...
متن کاملRobust wave function optimization procedures in quantum Monte Carlo methods
The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo often encounters problems of convergence. Being formally identical to a problem of fitting data, we re-examine it from a statistical maximum-likelihood point of view. We show that the assumption of an underlying Gaussian distribution of the local energy, implicit in the standard varianc...
متن کاملMonte Carlo Methods in Fuzzy Optimization
Inevitably, reading is one of the requirements to be undergone. To improve the performance and quality, someone needs to have something new every day. It will suggest you to have more inspirations, then. However, the needs of inspirations will make you searching for some sources. Even from the other people experience, internet, and many books. Books and internet are the recommended media to hel...
متن کاملBayesian Optimization Using Sequential Monte Carlo
We consider the problem of optimizing a real-valued continuous function f using a Bayesian approach, where the evaluations of f are chosen sequentially by combining prior information about f , which is described by a random process model, and past evaluation results. The main difficulty with this approach is to be able to compute the posterior distributions of quantities of interest which are u...
متن کاملMonte Carlo methods for mean-risk optimization and portfolio selection
Stochastic programming is a well-known instrument to model many risk management problems in finance. In this paper we consider a stochastic programming model where the objective function is the variance of a random function and the constraint function is the expected value of the random function. Instead of using popular scenario tree methods, we apply the well-known sample average approximatio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2017
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.96.043312