Stochastic Optimization

—Glauber Dynamics Versus Stochastic Cellular Automata

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.