  What is the fastest way to heat a system which is coupled to a temperature
controlled oven? The intuitive answer is to use only the hottest temperature
available. However, we show that often it is possible to achieve an
exponentially faster heating, and propose a strategy to find the optimal
protocol. Surprisingly, this protocol can have a pre-cooling stage -- cooling
the system before heating it shortens the heating time significantly. This
approach can be applied to many-body systems, as we demonstrate in the 2D
antiferromagnet Ising model.
