Saturday, April 11, 2009

Simulated annealing

Simulated annealing (SA) is a generic probabilistic meta-algorithm for the global optimization problem, namely locating a good approximation to the global optimum of a given function in a large search space. It was independently invented by S. Kirkpatrick, C. D. Gelatt and M. P. Vecchi in 1983, and by V. Cerny in 1985. The name and inspiration come from annealing in metallurgy, a technique involving heating and controlled cooling of a material to increase the size of its crystals and reduce their defects. The heat causes the atoms to become unstuck from their initial positions (a local minimum of the internal energy) and wander randomly through states of higher energy; the slow cooling gives them more chances of finding configurations with lower internal energy than the initial one.

References:

†Simulated annealing - Wikipedia, the free encyclopedia, last modified 21:53, 15 April 2006, http://en.wikipedia.org/wiki/ Simulated_annealing

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