9860

Finding the Global Minimum of a Function Using Simulated Annealing

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:
, where you can vary the the parameters and .

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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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