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Levy Flights, Non-local Search and Simulated Annealing

I. Pavlyukevich
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Abstract

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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BibTeXRIS

I. Pavlyukevich. 2007-01-26. Levy Flights, Non-local Search and Simulated Annealing. https://doi.org/10.1016/j.jcp.2007.06.008

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