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We present an adaptive algorithm which optimizes the statistical-mechanical ensemble in a generalized broad-histogram Monte Carlo simulation to maximize the system's rate of round trips in total energy. The scaling of the mean round-trip time from the ground state to the maximum entropy state for this local-update method is found to be O ( [N ln N](2) ) for both the ferromagnetic and the fully frustrated two-dimensional Ising model with N spins. Our algorithm thereby substantially outperforms flat-histogram methods such as the Wang-Landau algorithm.
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Trebst et al. (2004) studied this question.
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