Stochastic Annealing

  • Ball R
  • Fink T
  • Bowler N
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Abstract

We show how to simulate a system in thermal equilibrium when the energy cannot be evaluated exactly: the error distribution needs to be symmetric, but it does not need to be known. We also solve the Ceperley-Dewing version of this problem, where the error distribution is taken to be fully known. These underlying ideas give an effective optimization strategy for problems where the evaluation of each design can be sampled only statistically, including an application to protein folding.

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Authors

  • Robin C. Ball

  • Thomas M.A. Fink

  • Neill E. Bowler

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