CODEWITHSUNDEEP
algorithmoptimizationsimulated-annealing
lindelof
lindelof

Reputation: 35240

How safe/mature is the simulated annealing algorithm given in Numerical Recipes?

The authors of "Numerical Recipes" give in Ch. 10 an implementation of the simulated annealing algorithm that combines the "classical" simulated annealing with the Nelder-Mead downhill simplex method.

What I really like about this algorithm is the way it converges to a classic downhill search as the annealing temperatures reaches 0. However, I have never found any other reference to this algorithm; is it a safe, mature variant of the simulated annealing algorithm (i.e. production-ready) or should it be considered as an experimental idea thrown into the book?

Upvotes: 6

Views: 540

Answers (1)

Tyler Durden
Tyler Durden

Reputation: 11532

Nope, not safe, guaranteed to give you herpes.

As someone who works professionally with AI and intelligent systems I can tell you that very few such algorithms are considered mature. By their nature advanced algorithms all tend to have an experimental aspect to them. For example, in simulated annealing you need to formulate a cooling schedule. How you do this is very problem-specific and will require you to experiment with and tune the algorithm. The NR code is a reasonable starting point for doing this.

Upvotes: 3

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