Stochastic Optimization : Glauber Dynamics Versus Stochastic Cellular Automata

Fukushima-Kimura, Bruno Hideki; Kamijima, Yoshinori; Kawamura, Kazushi; Sakai, Akira

Stochastic Optimization : Glauber Dynamics Versus Stochastic Cellular Automata

Fukushima-Kimura, Bruno Hideki; Kamijima, Yoshinori; Kawamura, Kazushi et al.

Transactions of the Institute of Systems, Control and Information Engineers, 2023, 36(1), 9-16

Permalink : https://hdl.handle.net/2115/90806

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https://arxiv.org/abs/2211.06809			6

論文情報

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アクセス権	open access
URI	https://hdl.handle.net/2115/90806
タイトル	Stochastic Optimization : Glauber Dynamics Versus Stochastic Cellular Automata
著者	Fukushima-Kimura, Bruno Hideki ; Kamijima, Yoshinori ; Kawamura, Kazushi ; Sakai, Akira
著者名 Fukushima-Kimura, Bruno Hideki
著者名 Kamijima, Yoshinori
著者名 Kawamura, Kazushi
e-Rad_Researcher 50506996 著者名 Sakai, Akira
言語	英語
キーワード	stochastic optimization
	simulated annealing
	Ising model
	Markov chain Monte Carlo
発行日	2023-01-15
出版者	システム制御情報学会
収録物名	Transactions of the Institute of Systems, Control and Information Engineers
収録物名	システム制御情報学会論文誌
巻(号)	36(1)
ページ	9-16
抄録	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.
資源タイプ	学術雑誌論文
出版タイプ	Accepted Manuscript
PISSN	1342-5668
EISSN	2185-811X
NCID	AN1013280X
関連情報 (isVersionOf)	出版社版DOI https://doi.org/10.5687/iscie.36.9
関連情報 (isVersionOf)	URI https://arxiv.org/abs/2211.06809