Simulated annealing (thermal)

Realizes: argmin of energy / cost landscape

A physical system coupled to a heat bath at slowly decreasing temperature explores its energy landscape. At high temperature it escapes local minima; as T→0 it settles into a global minimum — if cooling is slow enough. Speed: minutes to hours (depends on cooling schedule). Capacity: global optimization problems (scales exponentially with problem size).

Examples

Default Simulated annealing (thermal) implementation

Basic implementation

MINIMIZE hours large fJ