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An analytically derived cooling schedule for simulated annealing

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Abstract

We present an analytically derived cooling schedule for a simulated annealing algorithm applicable to both continuous and discrete global optimization problems. An adaptive search algorithm is used to model an idealized version of simulated annealing which is viewed as consisting of a series of Boltzmann distributed sample points. Our choice of cooling schedule ensures linearity in the expected number of sample points needed to become arbitrarily close to a global optimum.

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Correspondence to Zelda B. Zabinsky.

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Shen, Y., Kiatsupaibul, S., Zabinsky, Z.B. et al. An analytically derived cooling schedule for simulated annealing. J Glob Optim 38, 333–365 (2007). https://doi.org/10.1007/s10898-006-9068-2

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  • DOI: https://doi.org/10.1007/s10898-006-9068-2

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