Hierarchical annealing for scientific models
The computational complexity of simulated annealing makes it an impractical tool in many applications, particularly for complex, non-local models on very large 2D and 3D domains as desired in many scientific contexts. In particular, it is very difficult to produce large scale structure from a fine, pixellated lattice. Thus a hierarchical approach is intuitively attractive. However, existing approaches are few and limited. Motivated by a current problem in porous media, we develop a hierarchical approach to complex model sampling. In experiments, this approach results in 1-2 orders of magnitude computational gain, and significant gains in convergence as well.