Simulated Annealing

Although the performance of simulated annealing is often surprisingly good, probably its most striking advantage is its general usability and its straightforward implementation. The basic principle is to simulate slowly annealing metal, which allows crystallization with only few defects.

Starting with an arbitrarily chosen solution sl, the algorithm calculates another solution s2 nearby and uses this as a new starting point if either its value is higher or else if the difference of values is smaller than a random number between 0 and l multiplied with some positive value, that is converging to zero over time respectively iterations of the optimization.

Exemplary applications of simulated annealing for parameter estimation are described in the literature listed later.

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