Modelling of Complex Systems by Simulated Annealing
Simulated annealing is a global optimization procedure (Kirkpatrick et al. 1983) which exploits an analogy between combinatorial optimization problems and the statistical mechanics of physical systems. The analogy gives rise to an algorithm for finding near-optimal solutions to the given problem by simulating the cooling of the corresponding physical system. Just as Nature, under most conditions, manages to cool a macroscopic system into or very close to its ground state in a short period of time even though its number of degrees of freedom is of the order of Avogadro’s number, so does simulated annealing rapidly find a good guess of the solution of the posed problem.
KeywordsSimulated Annealing Simulated Annealing Algorithm Transition Probability Matrix Annealing Schedule Neural Network Ensemble
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