Monday, September 29, 2014

Simulated Annealing (SA) for Mathematical Optimization

Lately, I have been having conversations with various people regarding simulated annealing (SA). I thought that it would be helpful to put all the references in 1 spot.

I am not an expert in the subject. I am just trying to become part of the conversation.

Below are some references for SA which you hopefully will find helpful.
  1. Generally Applicable References
    1. Books
      1. Annealing Algorithm by R.H.J.M Otten and L.P.P.P van Ginneken
      2. Introduction to Optimum Design, Third Edition by Jasbir Arora
      3. Numerical Recipes 3rd Edition: The Art of Scientific Computing by William H. Press, Saul A. Teukolsky
      4. Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and and Neural Computing by Emile Aarts, Jan Korst
        1. Interesting how book suggests using Boltzman Machines to execute SA in parallel. Also, please remember that Boltzman Machines are part of the mathematical stack for deep learning.
          1. Amazon
          2. Simulated Annealing: Strategies, Potential Uses and Advantages by Marcos Tsuzuki, Thiago De Castro Martins
          3. Simulated Annealing: Theory and Applications by P.J. van Laarhoven, E.H. Aarts
        2. Articles
        3. Internet Information
        4. Python
      5. Parallelizing SA References

      1 comment:

      1. I have the following additional references

        Simulated Annealing proof of convergence by StackExchange.Com (http://scicomp.stackexchange.com/questions/3372/simulated-annealing-proof-of-convergence)

        Improved global–local simulated annealing formulation for solving non-smooth engineering optimization problems (http://www.sciencedirect.com/science/article/pii/S002076830400438X)

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