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Simulated Tempering: A New Monte Carlo Scheme

Enzo Marinari, Giorgio Parisi

hep-latarXiv:hep-lat/9205018

Abstract

We propose a new global optimization method ( Simulated Tempering) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated annealing, but here the temperature becomes a dynamic variable, and the system is always kept at equilibrium. We analyze the method on the Random Field Ising Model, and we find a dramatic improvement over conventional Metropolis and cluster methods. We analyze and discuss the conditions under which the method has optimal performances.

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