ASA

Adaptive Simulated Annealing (ASA) is a C-language code developed to statistically find the best global fit of a nonlinear constrained non-convex cost-function over a D-dimensional space. This algorithm permits an annealing schedule for ”temperature” T decreasing exponentially in annealing-time k, T = T_0 exp(-c k^1/D). The introduction of re-annealing also permits adaptation to changing sensitivities in the multi-dimensional parameter-space. This annealing schedule is faster than fast Cauchy annealing, where T = T_0/k, and much faster than Boltzmann annealing, where T = T_0/ln k. ASA has over 100 OPTIONS to provide robust tuning over many classes of nonlinear stochastic systems.


References in zbMATH (referenced in 77 articles , 1 standard article )

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  1. Ingber, Lester: Adaptive simulated annealing (ASA): Lessons learned (2000) ioport
  2. Ingber, L.; Wilson, J. K.: Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (2000)
  3. Istepanian, R. H.; Chen, S.; Whidborne, J. F.: Optimal finite-precision controller realization of sampled-data systems (2000)
  4. Özdamar, Linet; Demirhan, Melek: Experiments with new stochastic global optimization search techniques (2000)
  5. Chu, King-Wai; Deng, Yuefan; Reinitz, John: Parallel simulated annealing by mixing of states (1999)
  6. Huyer, Waltraud; Neumaier, Arnold: Global optimization by multilevel coordinate search (1999)
  7. Ingber, L.; Wilson, J. K.: Volatility of volatility of financial markets (1999)
  8. Neller, Todd W.: Heuristic optimization and dynamical system safety verification (1999)
  9. Wah, Benjamin W.; Wang, Tao: Efficient and adaptive Lagrange-multiplier methods for nonlinear continuous global optimization (1999)
  10. Ingber, L.: Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems (1998)
  11. Ingber, L.: Statistical mechanics of neocortical interactions: training and testing canonical momenta indicators of EEG (1998)
  12. Mayer, D. G.; Belward, J. A.; Burrage, K.: Optimizing simulation models of agricultural systems (1998)
  13. Cook, Stephen A.; Mitchell, David G.: Finding hard instances of the satisfiability problem: A survey (1997)
  14. Wah, Benjamin W.; Chang, Yao-Jen: Trace-based methods for solving nonlinear global optimization and satisfiability problems (1997)
  15. Ingber, L.: Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading (1996)
  16. Ingber, Lester: Adaptive simulated annealing (ASA): Lessons learned (1996)
  17. Ingber, L.: Simulated annealing: Practice versus theory (1993)