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A Guided Monte Carlo Method For Optimization Problems

Author

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  • S. P. LI

    (Institute of Physics, Academia Sinica, Taipei, Taiwan 115, R.O.C.)

Abstract

We introduce a new Monte Carlo algorithm which incorporates a guiding function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. Two more ingredients, namely, the elimination of irrelevant degrees of freedom and the concept of optimal temperature are also introduced which can further speed up the search process. We use this algorithm to search for the optimal path of the traveling salesman problem and the ground state energy of the Anderson–Edwards spin glass model and demonstrate that its performance is comparable with more elaborate and heuristic methods.

Suggested Citation

  • S. P. Li, 2002. "A Guided Monte Carlo Method For Optimization Problems," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(10), pages 1365-1374.
    • Handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:10:n:s0129183102003978
    DOI: 10.1142/S0129183102003978
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