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Geometrical View on Mean-Field Approximation for Solving Optimization Problems

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Abstract

When one wishes to solve optimization problems by simulated annealing, the naive mean-field approximation provides a practical way of doing it. Extensions of the naive approximation by including higher-order terms have been proposed in the prospect of improving accuracy of the approximation. It has been reported, however, that higher-order approximations do not work well, especially in low temperature regions. We present an analytical argument and a geometrical view on this contradictory observation based on information-geometry, and give an intuitive explanation as to why the naive approximation does work well when it is applied to solving optimization problems.

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© 2000 Springer-Verlag London

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Tanaka, T. (2000). Geometrical View on Mean-Field Approximation for Solving Optimization Problems. In: Suzuki, Y., Ovaska, S., Furuhashi, T., Roy, R., Dote, Y. (eds) Soft Computing in Industrial Applications. Springer, London. https://doi.org/10.1007/978-1-4471-0509-1_34

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  • DOI: https://doi.org/10.1007/978-1-4471-0509-1_34

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-1155-9

  • Online ISBN: 978-1-4471-0509-1

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