Title | Substochastic Monte Carlo Algorithms |
Publication Type | Journal Article |
Year of Publication | 2017 |
Authors | Jarret, M, Lackey, B |
Date Published | 2017/04/28 |
Abstract | In this paper we introduce and formalize Substochastic Monte Carlo (SSMC) algorithms. These algorithms, originally intended to be a better classical foil to quantum annealing than simulated annealing, prove to be worthy optimization algorithms in their own right. In SSMC, a population of walkers is initialized according to a known distribution on an arbitrary search space and varied into the solution of some optimization problem of interest. The first argument of this paper shows how an existing classical algorithm, "Go-With-The-Winners" (GWW), is a limiting case of SSMC when restricted to binary search and particular driving dynamics. |
URL | https://arxiv.org/abs/1704.09014 |