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Wikipedia — Simulated annealing

Authoritative reference used to deepen simulated-annealing beyond the Metropolis acceptance rule — the genealogy, cooling schedules, and restarts.

What it adds

  • Genealogy. SA “is an adaptation of the Metropolis–Hastings algorithm, a Monte Carlo method to generate sample states of a thermodynamic system” (Metropolis et al., 1953). Similar techniques were “independently introduced on several occasions, including Pincus (1970), Khachaturyan et al. (1979, 1981), Kirkpatrick, Gelatt and Vecchi (1983), and Cerny (1985)” — so Kirkpatrick was not alone, and Černý (1985) is the standard co-credit.
  • Annealing schedule. Temperature “is decreased at each step following some annealing schedule … but must end with T = 0.”
  • Adaptive SA. “Adaptive simulated annealing algorithms … connect[t] the cooling schedule to the search progress” rather than fixing it in advance.
  • Restarts. “Sometimes it is better to move back to a solution that was significantly better … This process is called restarting of simulated annealing.”
  • Metaphor. The name comes from metallurgical annealing“heating and controlled cooling of a material to alter its physical properties.”

Tier T2. Cited from simulated-annealing.