simulated annealing question

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1 total messages Started by William Naylor Wed, 27 Jan 1993 00:45

#1870

Author: William Naylor
Date: Wed, 27 Jan 1993 00:45

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I am trying to minimize a real-valued function of about 50-500 real-valued
variables.  My function seems to have an exponential number of local minima,
so I have been trying to adapt SIMULATED ANNEALING to work on functions of
continuous variables.  Classically, simulated annealing [1] is designed to
work on discrete functions, with discrete domains.

Has anybody out there successfully used simulated annealing 
on continuous functions with continuous domains?  I would appreciate 
any advice, especially with references.  


REFERENCES

[1]  Kirkpatrick S., Gelatt C. D., and Vecchi M. P.: "Optimization by
     Simulated Annealing", Science 1983, #220, pages 671-680.



-- 
Will Naylor               net:  naylor@research.canon.oz.au
                          mail: Canon Information Systems Research Australia  
phone: (61-2) 805-2921          P.O. Box 313 North Ryde, NSW 2113 
fax:   (61-2) 805-2929          Australia

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