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5. Optimization > Simulated Annealing

Simulated Annealing

Simulated annealing is an optimization method inspired by physics. Annealing is the process of heating up an alloy and then cooling it down slowly. Because the atoms are first made to jump around a lot and then gradually settle into a low energy state, the atoms can find a low energy configuration.

The algorithm version of annealing begins with a random solution to the problem. It uses a variable representing the temperature, which starts very high and gradually gets lower. In each iteration, one of the numbers in the solution is randomly chosen and changed in a certain direction. In our example, Seymour’s return flight might be moved from the second of the day to the third. The cost is calculated before and after the change, and the costs are compared.


  

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