Optimization Using Simulated Annealing
Stephen P. Brooks, Byron J. T. Morgan · Journal of the Royal Statistical Society Series D (The Statistician) · 1995
Much work has been published on the theoretical aspects of simulated annealing. This paper provides a brief overview of this theory and provides an introduction to the practical aspects of function optimization using this approach. Different implementations of the general simulated annealing algorithm are discussed, and two examples are used to illustrate the behaviour of the algorithm in low dimensions. A third example illustrates a hybrid approach, combining simulated annealing with traditional techniques.