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Very Fast Simulated Reannealing

Encyclopedia of Mathematical Geosciences

Part of the book series: Encyclopedia of Earth Sciences Series ((EESS))

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Very fast simulated reannealing (VFSR) is an improved version of simulated annealing (SA). The latter is a global optimization method suitable for complex, non-convex problems. It aims to optimize an objective function ℋ(x), with respect to the D-dimensional parameter vector x = (x1, …xD). Simulated annealing relies on random Metropolis sampling of the parameter space which mimics the physical annealing process of materials. The annealing algorithm treats ℋ(x) as a fictitious energy function. The algorithm proposes moves which change the current state x, seeking for the optimum state. The proposed states are controlled by an internal parameter which plays the role of temperature and controls the acceptance rate of the proposed states.

Very fast simulated reannealing employs a fast temperature reduction schedule in combination with periodic resetting of the annealing temperature to higher values. In addition, it allows different temperatures for different parameters, and an...

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Correspondence to Dionissios T. Hristopulos .

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Hristopulos, D.T. (2022). Very Fast Simulated Reannealing. In: Daya Sagar, B., Cheng, Q., McKinley, J., Agterberg, F. (eds) Encyclopedia of Mathematical Geosciences. Encyclopedia of Earth Sciences Series. Springer, Cham.

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  • Print ISBN: 978-3-030-26050-7

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  1. Latest

    Very Fast Simulated Reannealing
    05 August 2022


  2. Original

    Very Fast Simulated Reannealing
    29 January 2022