An exact D-dimensional Tsallis random number generator for generalized simulated annealing Original Research Article

Generalized simulated annealing is an important method for finding the global minimum of a function. However, it requires the generation of Tsallis random numbers. Here we show that a D-dimensional Tsallis random variable is a multivariate t or Student distributed random variable. Using this finding we design an exact Tsallis random number generator and, finally, present some applications of this generator to generalized simulated annealing.