Difference between revisions of "Adaptive simulated annealing (analysis)"
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Revision as of 11:08, 19 April 2013
- Analysis title
- Adaptive simulated annealing
- Provider
- Institute of Systems Biology
Adaptive simulated annealing (ASA)
ASA algorithm1 is developed to statistically find the best global fit of a nonlinear non-convex cost-function over a D-dimensional space. It is argued that this algorithm permits an annealing schedule for "temperature" T decreasing exponentially in annealing-time k, T = T0exp(-ck(1/D)). The introduction of re-annealing also permits adaptation to changing sensitivities in the multi-dimensional parameter-space. This annealing schedule is faster than fast Cauchy annealing, where T = T0/k, and much faster than Boltzmann annealing, where T = T0/ln k.
References
- L Ingber, "Adaptive simulated annealing (ASA): Lessons learned." Control and Cybernetics, Vol. 25, No. 1, pp. 33-54, 1996.
