Fast simulated annealing

Abstract

Simulated annealing is a stochastic strategy for searching the ground state. A fast simulated annealing (FSA) is a semi-local search and consists of occasional long jumps. The cooling schedule of the FSA algorithm is inversely linear in time which is fast compared with the classical simulated annealing (CSA) which is strictly a local search and requires the cooling schedule to be inversely proportional to the logarithmic function of time. A general D-dimensional Cauchy probability for generating the state is given. Proofs for both FSA and CSA are sketched. A double potential well is used to numerically illustrate both schemes.