Computing the initial temperature of simulated annealing

Computing the initial temperature of simulated annealing

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Article ID: iaor20051085
Country: Netherlands
Volume: 29
Issue: 3
Start Page Number: 369
End Page Number: 385
Publication Date: Dec 2004
Journal: Computational Optimization and Applications
Authors:
Keywords: heuristics
Abstract:

The classical version of simulated annealing is based on a cooling schedule. Generally, the initial temperature is set such that the acceptance ratio of bad moves is equal to a certain value [chi]0. In this paper, we first propose a simple algorithm to compute a temperature which is compatible with a given acceptance ratio. Then, we study the properties of the acceptance probability. It is shown that this function is convex for low temperatures and concave for high temperatures. We also provide a lower bound for the number of plateaux of a simulated annealing based on a geometric cooling schedule. Finally, many numerical experiments are reported.

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