Ensemble annealing of complex physical systems

Abstract: Algorithms for simulating complex physical systems or solving difficult optimization problems often resort to an annealing process. Rather than simulating the system at the temperature of interest, an annealing algorithm starts at a temperature that is high enough to ensure ergodicity and gradually decreases it until the destination temperature is reached. This idea is used in popular algorithms such as parallel tempering and simulated annealing. A general problem with annealing methods is that they require a temperature schedule. Choosing well-balanced temperature schedules can be tedious and time-consuming. Imbalanced schedules can have a negative impact on the convergence, runtime and success of annealing algorithms. This article outlines a unifying framework, ensemble annealing, that combines ideas from simulated annealing, histogram reweighting and nested sampling with concepts in thermodynamic control. Ensemble annealing simultaneously simulates a physical system and estimates its density of states. The temperatures are lowered not according to a prefixed schedule but adaptively so as to maintain a constant relative entropy between successive ensembles. After each step on the temperature ladder an estimate of the density of states is updated and a new temperature is chosen. Ensemble annealing is highly practical and broadly applicable. This is illustrated for various systems including Ising, Potts, and protein models.