Very fast simulated re-annealing

Very Fast Simulated Re-Annealing

Fast Simulated Re - Annealing

An algorithm is developed to statistically find the best global fit of a nonlinear non-convex cost-function over a D-dimensional space. It is argued that this algorithm permits an annealing schedule for ''temperature'' T decreasing exponentially in annealing-time k, T = T 0 exp(−ck 1/D). The introduction of re-annealing also permits adaptation to changing sensitivities in the multi-dimensional ...

Draft of Paper Appearing In: %a L. Ingber %t Very Fast Simulated Re-annealing %j Mathl. Comput. Modelling %v 12 Very Fast Simulated Re-annealing Very Fast Re-annealing -2- Lester Ingber

An algorithm is developed to statistically find the best global fit of a nonlinear non-convex cost-function over a D-dimensional space. It is argued that this algorithm permits an annealing schedule for ''temperature'' T decreasing exponentially in annealing-time k, T = T 0 exp(−ck 1/D). The introduction of re-annealing also permits adaptation to changing sensitivities in the multi-dimensional ...

Analog Macro-Cell Placement with Very Fast Simulated Re-Annealing Algorithm

This paper presents the analog macro-cell placement using the novel very fast simulated re-annealing algorithm, which is exponentially faster than the classical Cauchy or Bolzmann annealing. A slide function is applied to convert the absolute placement to relative placement, which greatly decreases the configuration space without degrading the searching opportunity. The cost function is set up ...

A very fast simulated re-annealing (VFSA) approach for land data assimilation

We develop a new data assimilation algorithm by employing a heuristic optimization approach named very fast simulated re-annealing (VFSA), which is capable of minimizing the cost function without using the adjoint model. The method is independent on model operator and observation operator, and has advantages in dealing with strong nonlinearities and discontinuities. Based on the VFSA algorithm,...