# Questions tagged [simulated-annealing]

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### Simulated Annealing of estimators given PDF

I have the PDF of a Gumbel Distribution which goes like: $$f(x) = \frac{e^{-e^{\frac{x-a}{b}} + \frac{x-a}{b}}}{b}; b > 0$$ The parameters of this distribution are a and b. I wish to estimate ...
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### Constant Mode Equation for a Weibull Distribution

I am trying to build a movement class for a simulated annealing algorithm for predicting an optimal spare parts policy. For better or worse I am looking to the Weibull distribution to move about the ...
63 views

### Sampling from distribution parametrized by $\log(1-p)$ given $\log (p)$

The context for the problem is that I'm working with a modified genetic algorithm where the fitness score of each chromosome is given by a log-probability $\log(p) \in (-\infty, 0)$. Thus, I have a ...
65 views

### Variable Selection of Linear Regression via Simulated Annealing

I am dealing a problem currently about the simulated annealing. The problem is: $$Y = β_1X_1 + β_2X_2+ \dots + β_{1000}X_{1000} + \epsilon,\ \epsilon ∼ \mathcal{N}(0, σ_2)$$ We take the Residual ...
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### What is the difference between simulated annealing and deterministic annealing?

Not sure if this is the right place, but I was wondering if someone could briefly explain to me the differences & similarities between simulated annealing and deterministic annealing? I know that ...
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### GenSA simulated annealing solver of R gives EXACTLY the same result regardless of settings

I've been using R's "GenSA" package for simulated annealing to solve a very complicated high dimensional optimization problem (63 unknowns). I found that every time I run GenSA I get exactly the same ...
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### Why are neural networks better at avoiding local minima?

In simulated annealing, from my understanding, it is a process where it stochastically searches the whole landscape at the beginning for the global minima and then hones down on the best solution it ...
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### How to simulate spatial point patterns that have spatial structure similar to that of given spatial point pattern?

I have some spatial point pattern X distributed in polygon wind and I wonder how can I simulate different point patterns that by their spatial properties (for example, number of points, spatial ...
1 vote
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### Simulated annealing acceptance probability puzzle

My understanding of simulated annealing (SA) is that at any iteration $t$, a new sample $Y_t$ is generated, which, if the objective function $E$ is improved, i.e., $E(Y_t)<E(X_{t-1})$, then $Y_t$ ...
• 121
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### What is the relationship between Metropolis Hastings and Simulated Annealing?

Context and Problem In the Wikipedia page for Simulated Annealing they state The simulation can be performed either by a solution of kinetic equations for density functions[2][3] or by using the ...
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1 vote
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### What is the role of simulated annealing in Gibbs sampling?

While I was reading about Gibbs sampling, I happened to see "simulated annealing" but what is it doing in Gibbs sampling? Although I don't understand the full context of simulated annealing, I am ...
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1 vote
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### Training Neural Network with Simulated Annealing

I am trying to train a simple neural network with simulated annealing. I have programmed a neural network with an input layer of 784 input nodes (28 x 28 pixels, I am using the MNIST database to train)...
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### antagonistic simulated annealing

Simulated annealing aims at a series of target distributions $$\pi_T(x)\propto\exp\{T\,H(x)\}$$ to find the maximum of the function $H$ and its argument $$\arg_x\max_{x\in \mathfrak X} H(x)$$ if the ...
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### Simulated Annealing vs SGD with (warm) Restarts

What's the difference between simulated annealing and stochastic gradient descent with restarts? They both seem like they are occasionally going backwards at a decreasing rate. Also what is the ...
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My question concerns parameter tuning for simulated annealing (SA). I've the following toy equation $$y = (x^2+x) \times cos(2x) + 20 \text{ if } x \in (-10, 10)$$ My problem is that the solution ...