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Repeatedly annealing with a schedule is very slow, especially if
the cost function is expensive to compute
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For problems where the energy landscape is smooth, or there are few local
minima, SA is overkill --- simpler, faster methods (e.g., gradient descent)
will work better. But usually don't know what the energy landscape is.
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Heuristic methods, which are problem-specific or take advantage of extra
information about the system, will often be better than general methods.
But SA is often comparable to heuristics.
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The method cannot tell whether it has found an optimal solution.
Some other method (e.g. branch and bound) is required to do this.
Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu