Stochastic tunneling
Overview
Global optimization
Global optimization is a branch of applied mathematics and numerical analysis that deals with the optimization of a function or a set of functions to some criteria.- General :The most common form is the minimization of one real-valued function...
based on the Monte Carlo method
Monte Carlo method
Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used in computer simulations of physical and mathematical systems...
-sampling
Sampling (signal processing)
In signal processing, sampling is the reduction of a continuous signal to a discrete signal. A common example is the conversion of a sound wave to a sequence of samples ....
of the function to be minimized.
Monte Carlo method
Monte Carlo method
Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used in computer simulations of physical and mathematical systems...
-based optimization techniques sample the objective function by randomly "hopping" from the current solution vector to another with a difference in the function value of
. The acceptance probability of such a trial jump is in most cases chosen to be
(MetropolisNicholas Metropolis
Nicholas Constantine Metropolis was a Greek American physicist.-Work:Metropolis received his B.Sc. and Ph.D. degrees in physics at the University of Chicago...
criterion) with an appropriate parameter
.The general idea of STUN is to circumvent the slow dynamics of ill-shaped energy functions that one encounters for example in spin glass
Spin glass
A spin glass is a magnet with frustrated interactions, augmented by stochastic disorder, where usually ferromagnetic and antiferromagnetic bonds are randomly distributed...
es by tunneling through such barriers.
This goal is achieved by Monte Carlo sampling of a
transformed function that lacks this slow dynamics.
Unanswered Questions
