Simulated Annealing

Simulated Annealing (SA) is motivated by an analogy to annealing in solids. The idea of SA comes from a paper published by Metropolis etc al in 1953 [Metropolis, 1953). The algorithm in this paper simulated the cooling of material in a heat bath. This is a process known as annealing. If you heat a solid past melting point and then cool it, the structural properties of the solid depend on the rate of cooling. If the liquid is cooled slowly enough, large crystals will be formed. However, if the liquid is cooled quickly (quenched) the crystals will contain imperfections. Metropolis’s algorithm simulated the material as a system of particles. The algorithm simulates the cooling process by gradually lowering the temperature of the system until it converges to a steady, frozen state.

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