Accelerated simulated tempering

Yaohang Li, Vladimir A. Protopopescu, Andrey Gorin

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

We propose a new stochastic global optimization method by accelerating the simulated tempering scheme with random walks executed on a temperature ladder with various transition step sizes. By suitably choosing the length of the transition steps, the accelerated scheme enables the search process to execute large jumps and escape entrapment in local minima, while retaining the capability to explore local details, whenever warranted. Our simulations confirm the expected improvements and show that the accelerated simulated tempering scheme has a much faster convergence to the target distribution than Geyer and Thompson's simulated tempering algorithm and exhibits accuracy comparable to the simulated annealing method.

Original languageEnglish
Pages (from-to)274-283
Number of pages10
JournalPhysics Letters, Section A: General, Atomic and Solid State Physics
Volume328
Issue number4-5
DOIs
StatePublished - Aug 2 2004

Funding

We acknowledge partial support from the US Department of Energy's Genomics: GTL program ( www.doegenomestolife.org ) under the project, “Carbon Sequestration in Synechococcus Sp.: From Molecular Machines to Hierarchical Modeling”; Laboratory Directed Research and Development Program of the Oak Ridge National Laboratory; and the Division of Materials Science and Engineering, US Department of Energy. O.R.N.L. is managed by UT-Battelle, LLC, under Contract DE-AC05-00OR22725.

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