A Bayesian approach to parameter selection for simulated annealing
B.E. Stuckman, David Michael Jett · 2002
The authors present a hybrid method of global optimization which uses Bayesian global optimization to choose the parameters of a simulated annealing method, specifically, the initial and final temperatures. This removes the burden on the user for the choice of these values and allows the search to progress optimally. The properties of the Bayesian and simulated annealing algorithms are discussed. A new hybrid algorithm is introduced and selected results on standard test functions are presented.>