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mister_bluesman

Simulated Annealing

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Hi. I was wondering if anyone knew where on the web i could find a good source of information about SA. As well as pseudo code, im also looking for information about how to choose the intital temperature etc. Basically, im not sure where to start... Any ideas? Cheers

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Usually you pick the starting temperature high enough that almost all moves are accepted, something like 20*standarddeviation. (standarddeviation of the costchange of some testmoves you do)

The number of steps per temperature is application dependent, the more possible states, the more steps you need.

Cooling schedule is application dependent too, usually there is an acceptance rate that results in most improvements, around that acceptance rate you should cool down slowly, above and below it you can cool down quicker.

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Quote:
Original post by mister_bluesman
Hi. I was wondering if anyone knew where on the web i could find a good source of information about SA. As well as pseudo code, im also looking for information about how to choose the intital temperature etc.
Just searching for "simulated annealing" gives plenty of relevant hits that address your questions. The Wikipedia entry is a pretty good start:

http://en.wikipedia.org/wiki/Simulated_annealing

While many SA approaches model their temperature model after physical models, there is nothing holy about those approaches and there is no reason why you shouldn't experiment with your own approaches to changing the transition probabilities over time.

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