The optimal simulated annealing schedule for a simple model
Karl Heinz Hoffmann, Peter B. Salamon · Journal of Physics A Mathematical and General · 1990
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.