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simulated annealing
Simulated annealing (SA) is a probabilistic technique for approximating the global optimum of a given function. Specifically, it is a metaheuristic for approximate global optimization in a large search space. It is often used when the search space is discrete (e.g., all tours that visit a given set of cities). For problems where finding the precise global optimum is less important than finding an acceptable global optimum in a fixed amount of time, simulated annealing may be preferable to alternatives such as brute-force search or gradient descent.
The name and inspiration come from annealing in metallurgy, a technique involving heating and controlled cooling of a material to increase the size of its crystals and reduce defects. Both are attributes of the material that depend on its thermodynamic free energy. Heating and cooling the material affects both the temperature and the thermodynamic free energy. While the same amount of cooling brings the same decrease in temperature, the rate of cooling dictates the magnitude of decrease in the thermodynamic free energy, with slower cooling producing a bigger decrease. Simulated annealing interprets slow cooling as a slow decrease in the probability of accepting worse solutions as it explores the solution space. Accepting worse solutions is a fundamental property of metaheuristics because it allows for a more extensive search for the optimal solution.
The method was independently described by Scott Kirkpatrick, C. Daniel Gelatt and Mario P. Vecchi in 1983, and by Vlado Černý in 1985. The method is an adaptation of the Metropolis–Hastings algorithm, a Monte Carlo method to generate sample states of a thermodynamic system, invented by M.N. Rosenbluth and published by N. Metropolis et al. in 1953.
==Overview==
The state of some physical systems, and the function ''E''(''s'') to be minimized is analogous to the internal energy of the system in that state. The goal is to bring the system, from an arbitrary ''initial state'', to a state with the minimum possible energy.
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
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