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- 2012-11-26
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Description: Simulated annealing algorithm derived from the theory of solid annealing, the solid heat to full high and let it slowly cooling, heating, the temperature rise inside the solid particles with the shape into disorder, which can be increased gradually while slowly cooling particles increasingly ordered, the temperature has reached equilibrium in each state, and finally reached the ground state at room temperature, which can be reduced to minimum. According to Metropolis criterion, particles tend to equilibrium at a temperature T, the probability e-ΔE/(kT), where E is the temperature T, internal energy, ΔE change its volume, k the Boltzmann constant. Simulated annealing with a solid portfolio optimization problem, the internal energy E is modeled as the objective function value f, temperature T evolved into control parameter t, which are solutions of combinatorial optimization problems of the simulated annealing algorithm: the initial solution from the initial value of t i and the control
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模拟退火算法\中国数学建模-编程交流-模拟退火算法.txt
模拟退火算法
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