Simulated Annealing
The Problem
Example: Hill Climbing
Solution
Simulated Annealing
SA Algorithm
Matlab: Built –In Function
Matlab Ex: Minimization of De Jong’s fifth function
Matlab Example
Matlab: Built-In Function Results
My Matlab code
Tests of My Code
SA Advantages/Disadvantages
Works Cited

Simulated Annealing

The probability of accepting a worse state is a function of both the temperature of the system and the change in the cost function
As the temperature decreases, the probability of accepting worse moves decreases
If T=0, no worse moves are accepted (i.e. hill climbing)