Applications of critical temperature in minimizing functions of continuous variables with simulated annealing algorithm

作者：Cai Weiwei; Ma Lin^*

来源：Computer Physics Communications, 2010, 181(1): 11-16.

DOI：10.1016/j.cpc.2009.08.001

• Global optimization
• Simulated annealing
• Critical temperature

The simulated annealing (SA) algorithm has been recognized as a powerful technique for minimizing complicated functions. However, a critical disadvantage of the SA algorithm is its high computational cost. Therefore. it is the goal of this paper to investigate the use of the critical temperature in SA to reduce its Computational cost. This paper presents a systematic study of the critical temperature and its applications in the minimization of functions of continuous variables with the SA algorithm. Based on this study, a new algorithm was developed to exploit the unique feature of the critical temperature in SA. The new algorithm combines SA and local search to determine global minimum effectively. Extensive tests oil a variety of functions demonstrated that the new algorithm provides comparable performance to well-established SA techniques. Furthermore, the new algorithm also improves the determination of the starting temperature for the SA algorithm. The results obtained in this study are expected to be useful for improving the efficiency of SA algorithms, and for facilitating the development of temperature parallel SA algorithms.

• 出版日期2010-1