Finding the Global Minimum of a Function Using Simulated Annealing

Initializing live version
Download to Desktop

Requires a Wolfram Notebook System

Interact on desktop, mobile and cloud with the free Wolfram Player or other Wolfram Language products.

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:

[more]

, where you can vary the the parameters and .

[less]

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


Snapshots


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.



Feedback (field required)
Email (field required) Name
Occupation Organization
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.
Send