simulated annealing question

Article View: sci.math.num-analysis

Article #1121

Back to sci.math.num-analysis Previous Next

#1121

From: William Naylor
Date: Wed, 27 Jan 1993 00:55

25 lines
1409 bytes

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.  

Please respond by e-mail, I'll post a summary.


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

Technical Details

Message-ID: <C1HMLB.GnE@research.canon.oz.au>

Path: arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!sgiblab!munnari.oz.au!metro!mama!naylor

Show Full Headers

Complete Article Headers

Newsgroups: sci.math.num-analysis
Path: arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!sgiblab!munnari.oz.au!metro!mama!naylor
From: naylor@research.canon.oz.au (William Naylor)
Subject: simulated annealing question
Message-ID: <C1HMLB.GnE@research.canon.oz.au>
Sender: news@research.canon.oz.au
Organization: Canon Information Systems Research Australia
Date: Wed, 27 Jan 1993 00:55:59 GMT
Lines: 25