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Hokkaido University Collection of Scholarly and Academic Papers >
Graduate School of Science / Faculty of Science >
Peer-reviewed Journal Articles, etc >
Stochastic Optimization : Glauber Dynamics Versus Stochastic Cellular Automata
| Title: | Stochastic Optimization : Glauber Dynamics Versus Stochastic Cellular Automata |
| Authors: | Fukushima-Kimura, Bruno Hideki Browse this author | | Kamijima, Yoshinori Browse this author | | Kawamura, Kazushi Browse this author | | Sakai, Akira Browse this author →KAKEN DB |
| Keywords: | stochastic optimization | | simulated annealing | | Ising model | | Markov chain Monte Carlo |
| Issue Date: | 15-Jan-2023 |
| Publisher: | システム制御情報学会 |
| Journal Title: | Transactions of the Institute of Systems, Control and Information Engineers |
| Journal Title(alt): | システム制御情報学会論文誌 |
| Volume: | 36 |
| Issue: | 1 |
| Start Page: | 9 |
| End Page: | 16 |
| Publisher DOI: | 10.5687/iscie.36.9 |
| Abstract: | The topic we address in this paper concerns the minimization of a Hamiltonian function for an Ising model through the application of simulated annealing algorithms based on (single-site) Glauber dynamics and stochastic cellular automata (SCA). Some rigorous results are presented in order to justify the application of simulated annealing for a particular kind of SCA. After that, we compare the SCA algorithm and its variation, namely the ε-SCA algorithm, studied in this paper with the Glauber dynamics by analyzing their accuracy in obtaining optimal solutions for the max-cut problem on Erdös-Rényi random graphs, the traveling salesman problem (TSP), and the minimization of Gaussian and Bernoulli spin glass Hamiltonians. We observed that the SCA performed better than the Glauber dynamics in some special cases, while the ε-SCA showed the highest performance in all scenarios. |
| Publisher URI: | https://arxiv.org/abs/2211.06809 |
| Type: | article (author version) |
| URI: | http://hdl.handle.net/2115/90806 |
| Appears in Collections: | 理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)
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Submitter: 坂井 哲
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