├── ASA-30.53.zip └── README.md /ASA-30.53.zip: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ingber/adaptive-simulated-annealing/HEAD/ASA-30.53.zip -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | ADAPTIVE SIMULATED ANNEALING (ASA) 2 | 3 | 4 | Lester Ingber 5 | 6 | 7 | 8 | Adaptive Simulated Annealing (ASA) is a C-language code developed to statistically find the best 9 | global fit of a nonlinear constrained non-convex cost-function over a D-dimensional space. This 10 | algorithm permits an annealing schedule for “temperature” T decreasing exponentially in annealing-time 11 | k, T = T0 exp(−ck^(1/D)). The introduction of re-annealing also permits adaptation to changing sensitivities 12 | in the multi-dimensional parameter-space. This annealing schedule is faster than fast Cauchyannealing, 13 | where T = T0/k, and much faster than Boltzmann annealing, where T = T0/ln k. ASA has over 100 14 | OPTIONS to provide robust tuning over many classes of nonlinear stochastic systems. 15 | --------------------------------------------------------------------------------