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<h2 class="chapter">24 Simulated Annealing</h2>
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<p><a name="index-simulated-annealing-1902"></a><a name="index-combinatorial-optimization-1903"></a><a name="index-optimization_002c-combinatorial-1904"></a><a name="index-energy-function-1905"></a><a name="index-cost-function-1906"></a>Stochastic search techniques are used when the structure of a space is
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not well understood or is not smooth, so that techniques like Newton's
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method (which requires calculating Jacobian derivative matrices) cannot
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be used. In particular, these techniques are frequently used to solve
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combinatorial optimization problems, such as the traveling salesman
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<p>The goal is to find a point in the space at which a real valued
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<dfn>energy function</dfn> (or <dfn>cost function</dfn>) is minimized. Simulated
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annealing is a minimization technique which has given good results in
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avoiding local minima; it is based on the idea of taking a random walk
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through the space at successively lower temperatures, where the
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probability of taking a step is given by a Boltzmann distribution.
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<p>The functions described in this chapter are declared in the header file
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<samp><span class="file">gsl_siman.h</span></samp>.
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<li><a accesskey="1" href="Simulated-Annealing-algorithm.html#Simulated-Annealing-algorithm">Simulated Annealing algorithm</a>
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<li><a accesskey="2" href="Simulated-Annealing-functions.html#Simulated-Annealing-functions">Simulated Annealing functions</a>
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<li><a accesskey="3" href="Examples-with-Simulated-Annealing.html#Examples-with-Simulated-Annealing">Examples with Simulated Annealing</a>
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<li><a accesskey="4" href="Simulated-Annealing-References-and-Further-Reading.html#Simulated-Annealing-References-and-Further-Reading">Simulated Annealing References and Further Reading</a>