Mean field annealing: a formalism for constructing GNC-like algorithms

  • Authors:
  • G. L. Bilbro;W. E. Snyder;S. J. Garnier;J. W. Gault

  • Affiliations:
  • Centre for Commun. & Signal Process., North Carolina State Univ., Raleigh, NC;-;-;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 1992

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Abstract

Optimization problems are approached using mean field annealing (MFA), which is a deterministic approximation, using mean field theory and based on Peierls's inequality, to simulated annealing. The MFA mathematics are applied to three different objective function examples. In each case, MFA produces a minimization algorithm that is a type of graduated nonconvexity. When applied to the `weak-membrane' objective, MFA results in an algorithm qualitatively identical to the published GNC algorithm. One of the examples, MFA applied to a piecewise-constant objective function, is then compared experimentally with the corresponding GNC weak-membrane algorithm. The mathematics of MFA are shown to provide a powerful and general tool for deriving optimization algorithms