Simulated Annealing

Simulation of annealing algorithm for n-queen problem, the classical puzzle in mathematics, and investigating an acceptance ratio and stochastic nature of solution is presented.

Abstract

Since its introduction as a generic heuristic for discrete optimisation in 1983, simulated annealing has become a popular tool for tackling both discrete and continuous problems across a broad range of application areas. This chapter provides an overview of the technique with the emphasis being on the use of simulated annealing in the solution of practical problems. A detailed statement of the algorithm is given, together with an explanation of its inspiration from the field of statistical thermodynamics. This is followed by a brief overview of the theory with emphasis on those results that are important to the decisions that need to be made for a practical implementation. It then goes on to look at some of the ways in which the basic algorithm has been modified in order to improve its performance in the solution of a variety of problems. It also includes a brief section on application areas and concludes with general observations and pointers to other sources of information such as survey articles and web sites offering downloadable simulated annealing code.