Simulated Annealing with a Temperature Dependent Penalty Function.

ORSA Journal on Computing 4:311-319 (1992)
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Abstract

We formulate the problem of permuting a matrix to block angular form as the combinatorial minimization of an objective function. We motivate the use of simulated annealing (SA) as an optimization tool. We then introduce a heuristic temperature dependent penalty function in the simulated annealing cost function, to be used instead of the real objective function being minimized. Finally we show that this temperature dependent penalty function version of simulated annealing consistently outperforms the standard simulated annealing approach, producing, with smaller running times, better solutions. We believe that the use of a temperature dependent penalty function may be useful in developing SA algorithms for other combinatorial problems.

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Julio Michael Stern
University of São Paulo

Citations of this work

FBST for Mixture Model Selection.Julio Michael Stern & Marcelo de Souza Lauretto - 2005 - AIP Conference Proceedings 803:121-128.
Nested Dissection for Sparse Null-Space Bases.Julio Michael Stern & Stephen Vavasis - 1993 - SIAM Journal of Matrix Analysis and Applications 14:766-775.

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