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Optimization Using Simulated Annealing

For a general optimization problem, the temperature is just a parameter that governs the probability of increasing the cost function at any step, via the usual Metropolis algorithm form , where is the change in the cost function due to a change in the configuration.

Just as for the spin glass, having a non-zero temperature allows the procedure to jump out of local minima. Zero temperature corresponds to a steepest descent type algorithm, where only changes that do not increase the energy are accepted.

Simulated annealing works well for many combinatorial optimization problems.



Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu