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Minimizing a Function using Simulated Annealing

RichardJ
Opal

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:

Video Link : 6848

Video Link : 6849

7 REPLIES 7

Re: Minimizing a Function using Simulated Annealing

Very interesting!

Thanks, Richard.

Do you have same algorithm for the salesman 'problem?

Re: Minimizing a Function using Simulated Annealing

Do you have same algorithm for the salesman 'problem?

It's on my to-do list

Re: Minimizing a Function using Simulated Annealing

On the first item?

Re: Minimizing a Function using Simulated Annealing

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

Re: Minimizing a Function using Simulated Annealing

Converted Mathcad worksheet "Simulated Annealing for publication" for Mathcad Prime 3.1:

https://www.ptcusercommunity.com/servlet/JiveServlet/download/484223-129491/Simulated%20Annealing%20...

Re: Minimizing a Function using Simulated Annealing

   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

 

Re: Minimizing a Function using Simulated Annealing

For all who are wondering about this answer of @tburch - it belongs to this thread:

https://community.ptc.com/t5/PTC-Mathcad-Questions/interval-arithmetic-on-imprecise-data/td-p/16530

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