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Finding the Global Minimum of a Function using Simulated Annealing
Author

Housam Binous
Organization: KFUPM
Department: Chemical Engineering
URL: http://sites.google.com/site/homepageofdrhousambinous/
Revision date

2007-05-23
Description

We search the global minimum of a function exhibiting several local minima. Built-in function of Mathematica will often find one of the local minima. We show how simulated annealing finds the global minimum rapidly. This example was inspired from a Matlab program available at the following MIT OpenCourseWare course web page: http://ocw.mit.edu/OcwWeb/Chemical-Engineering/10-34Fall-2005/CourseHome/index.htm
Subjects

*Applied Mathematics
*Applied Mathematics > Numerical Methods
*Applied Mathematics > Optimization
*Engineering > Chemical Engineering
*Science > Chemistry
Keywords

Global minimum, multiple local minima, simulated annealing, FindMinimum, Minimize, NMinimize, optimization, Random
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sa2.nb (115.4 KB) - Mathematica Notebook [for Mathematica 5.2]