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19-Tanzanite

## Minimizing a Function using Simulated Annealing

This worksheet implements a simulated annealing algorithm that is useful for the minimization of functions with multiple minima.

You can see the example converging in two videos:

7 REPLIES 7
24-Ruby IV
(To:RichardJ)

Very interesting!

Thanks, Richard.

Do you have same algorithm for the salesman 'problem?

19-Tanzanite
(To:RichardJ)
 Do you have same algorithm for the salesman 'problem?

It's on my to-do list

24-Ruby IV
(To:RichardJ)

On the first item?

19-Tanzanite
(To:RichardJ)

Reasonably close to the top, but subject to being moved down because I have real work to do. Some time within the next few days to the next few years is a good guess

24-Ruby II
(To:RichardJ)

4-Participant
(To:RichardJ)

It seems to me that interval arithmetic is a somewhat different and simpler problem than simulated annealing for optimization. There are many semi-quantitative fields -- e.g., social science -- where data on measurement error is sparse. The thoughtful use of interval arithmetic can give a sense of the precision -- or lack thereof -- of a result. For example, if a population census is thought to have a net undercount of 3 to 5%, what impact will that have on a calculated birth or death rate? How many digits or decimal places to retain?

Sorry to mention the competition, but Mathematica has a convenient Interval [min,max] function that handles this problem quite nicely.

My proposed solution in Mathcad answered the original question, but it is very limited -- it works for multiplication, but not for division, addition, or subtraction.

PS: Also sorry to 'exhume' and old post, but it was there.

TKB

24-Ruby V
(To:tburch)