Optimization Using Simulated Anneling

Brooks, Stephen P. and Morgan, Byron J. T. (1995) Optimization Using Simulated Anneling. Statistician, 44 (2). pp. 241-257. ISSN 0039-0526. (The full text of this publication is not available from this repository)

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Abstract

Much work has been published on the theoretical aspects of simulated annealing. This paper provides a brief overview of this theory and provides an introduction to the practical aspects of function optimization using this approach. Different implementations of the general simulated annealing algorithm are discussed, and two examples are used to illustrate the behaviour of the algorithm in low dimensions. A third example illustrates a hybrid approach, combining simulated annealing with traditional techniques.

Item Type: Article
Uncontrolled keywords: BOLTZMANN DISTRIBUTION; CAUCHY LIKELIHOOD; HYBRID ALGORITHM; MARKOV CHAINS; MAXIMUM LIKELIHOOD; NORMAL MIXTURE MODELS; OPTIMIZATION; SIMULATED ANNEALING
Subjects: H Social Sciences > HA Statistics
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science
Depositing User: P. Ogbuji
Date Deposited: 06 Jun 2009 20:40
Last Modified: 18 Jun 2014 09:53
Resource URI: http://kar.kent.ac.uk/id/eprint/19723 (The current URI for this page, for reference purposes)
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