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Facts, Conjectures, and Improvements for Simulated AnnealingFacts, Conjectures, and Improvements for Simulated Annealing

Peter Salamon, Paolo Sibani, and Richard Frost

Monographs on Mathematical Modeling and Computation 7

Simulated annealing has proved to be an easy and reliable method for finding optimal values of a problem in cases where there is no road map to possible solutions. Facts, Conjectures, and Improvements for Simulated Annealing offers an introduction to this topic for novices and provides an informative review of the area for the more expert reader. This book brings together for the first time many of the theoretical foundations for improvements to algorithms for global optimization that until now existed only in scattered research articles.

The method described in this book operates by simulating the cooling of a (usually fictitious) physical system whose possible energies correspond to the values of the objective function being minimized. The analogy works because physical systems occupy only states with the lowest energy as the temperature is lowered to absolute zero.

This book is suitable for advanced undergraduate and graduate students and for professionals in a wide variety of subject areas: bioinformatics, chemistry, computer science, engineering, finance, geology, mathematics, and physics.


List of Figures; Preface; Acknowledgments; Part I: Overview. Chapter 1: The Place of Simulated Annealing in the Arsenal of Global Optimization; Chapter 2: Six Simulated Annealing Problems; Chapter 3: Nomenclature; Chapter 4: Bare Bones Simulated Annealing; Part II: Facts. Chapter 5: Equilibrium Statistical Mechanics; Chapter 6: Relaxation Dynamics—Finite Markov Chains; Part III: Improvements and Conjectures. Chapter 7: Ensembles; Chapter 8: The Brick Wall Effect and Optimal Ensemble Size; Chapter 9: The Objective Function; Chapter 10: Move Classes and Their Implementations; Chapter 11: Acceptance Rules; Chapter 12: Thermodynamic Portraits; Chapter 13: Selecting the Schedule; Chapter 14: Estimating the Global Minimum Energy; Part IV: Towards Structure Theory and Real Understanding. Chapter 15: Structure Theory of Complex Systems; Chapter 16: What Makes Annealing Tick?; Part V: Resources. Chapter 17: Supplementary Materials; Bibliography; Index.

2002 / xiv + 150 pages / Softcover / ISBN-13: 978-0-898715-08-8 / ISBN-10: 0-89871-508-3 /
List Price $61.50 / SIAM Member Price $43.05 / Order Code MM07
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