Finding the Global Minimum of a Function Using Simulated Annealing
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:
f(x)=a+cos(πx)-bsin(2πx)+cos(3πx)sin(πx)
2
x
a
b
Details
Details
This example was inspired by a program by Kenneth Beers[1].
References
References
[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.
Permanent Citation
Permanent Citation
Housam Binous
"Finding the Global Minimum of a Function Using Simulated Annealing"
http://demonstrations.wolfram.com/FindingTheGlobalMinimumOfAFunctionUsingSimulatedAnnealing/
Wolfram Demonstrations Project
Published: September 7, 2012