Simulated Annealing

Summary

• Overview
• Internal Energy of a System
• Physics of Annealing
• Annealing and Numerical Optimization
• Objective Functions

The starting point is an analogy with the thermodynamics of equilibrium. Condensed matter consists of a very large number of molecules, whose energy is described by the Boltzmann probability distribution: P(E) = exp(-E/kT), where E is the energy of the configuration, T the temperature and k the Boltzmann constant (Kirkpatrick-Gelatt-Vecchi, 1983). Full document available on CD-ROM.