Questions tagged [simulated-annealing]

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What is the role of simulated annealing in Gibbs sampling?

While I was reading about Gibbs sampling, I happened to see "simulated annealing" but what is it doing in Gibbs sampling? Although I don't understand the full context of simulated annealing, I am ...
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63 views

Does the following can be considered a Metropolis Method? [closed]

Suppose, from the current state C it is possible to move to D different neighbouring states. In simulated annealing, we select a neighbouring state $D_i$ randomly and then accept it with probability $...
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Simulated Annealing vs. Basin-hopping algorithm

I was planning to use Simulated Annealing algorithm (scipy.optimize implementation) to optimise my black-box objective function, but the documentation mentions that the method is Deprecated in ...
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42 views

Multiple Importance Sampling and Metropolis-Hastings on extended state space

Let $(E,\mathcal E,\lambda),(E',\mathcal E',\lambda')$ be measure spaces $k\in\mathbb N$ $p,q_1,\ldots,q_k:E\to(0,\infty)$ be probability densities on $(E,\mathcal E,\lambda)$ $w_1,\ldots,w_k:E\to[0,...
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173 views

Training Neural Network with Simulated Annealing

I am trying to train a simple neural network with simulated annealing. I have programmed a neural network with an input layer of 784 input nodes (28 x 28 pixels, I am using the MNIST database to train)...
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antagonistic simulated annealing

Simulated annealing aims at a series of target distributions $$\pi_T(x)\propto\exp\{T\,H(x)\}$$ to find the maximum of the function $H$ and its argument $$\arg_x\max_{x\in \mathfrak X} H(x)$$ if the ...
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245 views

Simulated Annealing vs SGD with (warm) Restarts

What's the difference between simulated annealing and stochastic gradient descent with restarts? They both seem like they are occasionally going backwards at a decreasing rate. Also what is the ...
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712 views

Simulated Annealing Parameter Tuning

My question concerns parameter tuning for simulated annealing (SA). I've the following toy equation $$ y = (x^2+x) \times cos(2x) + 20 \text{ if } x \in (-10, 10) $$ My problem is that the solution ...
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282 views

How can I find the bounds that gets Simulated Annealing to converge?

According to Wikipedia on Simulated Annealing, For any given finite problem, the probability that the simulated annealing algorithm terminates with a global optimal solution approaches 1 as the ...