Friday, September 11, 2009

Simulated Annealing (SA) algorithms

1. Always accept the better state.
2. Accept the lower state with the probability e^(-Delta/T).
Delta = h(s_current)-h(s_new). T is the temperature parameter that is having its values decreased over each iteration.

*Note: The above algorithm tries to find the global maximum.

Properties

1. At the high temperature, there is a higher chance to accept the lower state.
2. At the low temperature, the SA algorithm behaves like greedy search.

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