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Simulated Annealing

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Mathematical Geosciences

Abstract

This is a stochastic optimization method based on a random search technique. It can find the global optimum efficiently even in a decision space of high dimension. The algorithm is based on a physical process. Let us suppose that at temperature T, the state of the molecules of a material in liquid phase can be represented by sS, where s is a stochastic variable and S is the set of all the possible states at temperature T.

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Awange, J.L., Paláncz, B., Lewis, R.H., Völgyesi, L. (2018). Simulated Annealing. In: Mathematical Geosciences. Springer, Cham. https://doi.org/10.1007/978-3-319-67371-4_4

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