NMath User's Guide

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Chapter 28. Simulated Annealing (.NET, C#, CSharp, VB, Visual Basic, F#)

In NMath, class AnnealingMinimizer minimizes a multivariable function using the simulated annealing method.

Simulated annealing is based on an analogy from materials science. To produce a solid in a low energy state, such as a perfect crystal, a material is often first heated to a high temperature, then gradually cooled.

In the computational analogy of this method, a function is iteratively minimized with an added random temperature term. The temperature is gradually decreased according to an annealing schedule, as more optimizations are applied, increasing the likelihood of avoiding entrapment in local minima, and of finding the global minimum of the function.

This chapter describes how to use class AnnealingMinimizer.