Lévy flights, non-local search and simulated annealing
نویسنده
چکیده
We solve a problem of non-convex stochastic optimisation with help of simulated annealing of Lévy 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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ورودعنوان ژورنال:
- J. Comput. Physics
دوره 226 شماره
صفحات -
تاریخ انتشار 2007