n-Dimensional Cauchy Neighbor Generation for the Fast Simulated Annealing

Dongkyung NAM  Jong-Seok LEE  Cheol Hoon PARK  

Publication
IEICE TRANSACTIONS on Information and Systems   Vol.E87-D   No.11   pp.2499-2502
Publication Date: 2004/11/01
Online ISSN: 
DOI: 
Print ISSN: 0916-8532
Type of Manuscript: LETTER
Category: Algorithm Theory
Keyword: 
fast simulated annealing,  cauchy neighbor generation,  

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Summary: 
Many simulated annealing algorithms use the Cauchy neighbors for fast convergence, and the conventional method uses the product of n one-dimensional Cauchy distributions as an approximation. However, this method slows down the search severely as the dimension gets high because of the dimension-wise neighbor generation. In this paper, we analyze the orthogonal neighbor characteristics of the conventional method and propose a method of generating symmetric neighbors from the n-dimensional Cauchy distribution. The simulation results show that the proposed method is very effective for the search in the simulated annealing and can be applied to many other stochastic optimization algorithms.