Interface SimulatedAnnealing.CoolingSchedule

    • Method Detail

      • decreasingExponential

        static SimulatedAnnealing.CoolingSchedule decreasingExponential​(double f)
        Power-law cooling scheme: \[ T_i = T_0 * f^i \], where \( i \) is the current iteration.

        Note: Simplex argument (of the returned function) is not used.

        Parameters:
        f - Factor by which the temperature is decreased.
        Returns:
        the cooling schedule.
      • aarstAndVanLaarhoven

        static SimulatedAnnealing.CoolingSchedule aarstAndVanLaarhoven​(double delta)
        Aarst and van Laarhoven (1985) scheme: \[ T_{i + 1} = \frac{T_{i}}{1 + \frac{T_i \ln(1 + \delta)}{3 \sigma}} \]

        The simplex argument is used to compute the standard deviation (\(\sigma\)) of all the vertices' objective function value.

        Parameters:
        delta - Trajectory parameter. Values smaller than 1 entail slow convergence; values larger than 1 entail convergence to local optimum.
        Returns:
        the cooling schedule.