Nonequilibrium Monte Carlo for unfreezing variables in hard combinatorial optimization.
Masoud MohseniDaniel EppensJohan StrümpferRaffaele MarinoVasil S. DenchevAlan K. HoSergei V. IsakovSergio BoixoFederico Ricci-TersenghiHartmut NevenPublished in: CoRR (2021)
Keyphrases
- monte carlo
- combinatorial optimization
- combinatorial optimization problems
- traveling salesman problem
- simulated annealing
- branch and bound
- metaheuristic
- markov chain
- branch and bound algorithm
- importance sampling
- combinatorial problems
- mathematical programming
- monte carlo simulation
- optimization problems
- monte carlo methods
- hard combinatorial optimization problems
- adaptive sampling
- temporal difference
- stochastic approximation
- neural network
- vehicle routing problem
- markovian decision
- matrix inversion
- global illumination
- particle filter
- evolutionary algorithm
- variance reduction
- confidence intervals
- quasi monte carlo