Finding the Global Minimum of a Function Using Simulated Annealing

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This Demonstration finds the global minimum of a function exhibiting several local minima. The method presented is based on simulated annealing, a numerical technique that rapidly determines the global minimum. The test function has the form:

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, where you can vary the the parameters and .

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Contributed by: Housam Binous (September 2012)
Open content licensed under CC BY-NC-SA


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Details

This example was inspired by a program by Kenneth Beers [1].

Reference

[1] K. Beers. "Numerical Methods Applied to Chemical Engineering." (Sep 7, 2012) MIT Open Courseware, Fall 2005. ocw.mit.edu/courses/chemical-engineering/10-34-numerical-methods-applied-to-chemical-engineering-fall-2005/index.htm.



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