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The optimal simulated annealing schedule for a simple model

K H Hoffmann and P Salamon

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Used as a tool for large scale global optimisation, simulated annealing incurs heavy computational costs. Therefore, choosing an optimal cooling schedule is of great scientific and economic importance. For the first time an analytic as well as a numeric solution to this problem is presented, albeit only for a small example system. The example shows the role of optimal control theory for this problem.


PACS

02.60.Pn Numerical optimization

02.50.Ga Markov processes

02.30.Yy Control theory

MSC

49Kxx Necessary conditions and sufficient conditions for optimality

65K10 Optimization and variational techniques (See also 49Mxx, 93B40)

60Jxx Markov processes

Subjects

Mathematical physics

Computational physics

Dates

Issue 15 (7 August 1990)



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