Annealing schedule from population dynamics

Abstract

We introduce a dynamical annealing schedule for population-based optimization algorithms with mutation. On the basis of a statistical mechanics formulation of the population dynamics, the mutation rate adapts to a value maximizing expected rewards at each time step. Thereby, the mutation rate is eliminated as a free parameter from the algorithm.Comment: 6 pages RevTeX, 4 figures PostScript; to be published in Phys. Rev.