Finding the Global Minimum of a Function Using Simulated Annealing

a

2.

b

2.9

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

2

x

+cos(πx)-bsin(2πx)+cos(3πx)sin(πx)

, where you can vary the the parameters

a

and

b

.