An analytically derived cooling schedule for simulated annealing

Authors:
Yanfang Shen;Seksan Kiatsupaibul;Zelda B. Zabinsky;Robert L. Smith
Affiliations:
Industrial Engineering Program, University of Washington, Seattle, USA 98195-2650;Department of Statistics, Chulalongkorn University, Bangkok, Thailand 10330;Industrial Engineering Program, University of Washington, Seattle, USA 98195-2650;Department of Industrial and Operations Engineering, The University of Michigan, Ann Arbor, USA 48109
Venue:
Journal of Global Optimization
Year:
2007

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Abstract

We present an analytically derived cooling schedule for a simulated annealing algorithm applicable to both continuous and discrete global optimization problems. An adaptive search algorithm is used to model an idealized version of simulated annealing which is viewed as consisting of a series of Boltzmann distributed sample points. Our choice of cooling schedule ensures linearity in the expected number of sample points needed to become arbitrarily close to a global optimum.