simulated-annealing

A modern Fortran simulated annealing optimization method. A work in progress.

A Fortran Package Manager manifest file is included, so that the library and test cases can be compiled with FPM. For example:

fpm build --profile release
fpm test --profile release

To use simulated-annealing within your fpm project, add the following to your fpm.toml file:

[dependencies]
simulated-annealing = { git="https://github.com/jacobwilliams/simulated-annealing.git" }

To generate the documentation using ford, run: ford ford.md

The latest API documentation can be found here. This was generated from the source code using FORD.

Corana et al., "Minimizing multimodal functions of continuous variables with the "simulated annealing" algorithm", september 1987 (vol. 13, no. 3, pp. 262-280), acm transactions on mathematical software.
Goffe, Ferrier and Rogers, "Global optimization of statistical functions with simulated annealing", journal of econometrics, vol. 60, no. 1/2, jan./feb. 1994, pp. 65-100.
S. Kirkpatrick, C. D. Gelatt Jr., M. P. Vecchi, "Optimization by Simulated Annealing", Science 13 May 1983, Vol. 220, Issue 4598, pp. 671-680
W. L. Goffe, SIMANN: A Global Optimization Algorithm using Simulated Annealing, Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(3), pages 1-9, October 1996.

Developer Info