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Levy Flights, Non-local Search and Simulated Annealing

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 نشر من قبل Ilya Pavlyukevich
 تاريخ النشر 2007
  مجال البحث فيزياء
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 تأليف I. Pavlyukevich




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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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