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Temperature control for simulated annealing
1Department of Applied Mathematics and Physics, Kyoto University, Kyoto 606, Japan.
Abstract:
The optimal cooling schedule for simulated annealing is formulated to derive a differential equation for the time-dependent temperature T(t). Based on this equation, the long-term behavior of T(t), entropy production, and the Kullback-Leibler entropy are studied. For some simple examples, such as a many-level system and the small scale traveling salesman problem, the explicit time dependence of the temperature is obtained. Some comments are given on simulated annealing based on Tsallis statistics.
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