Modules

simulated annealing is a global optimization method that distinguishes between different local optima. starting from an initial point, the algorithm takes a step and the function is evaluated. when minimizing a function, any downhill step is accepted and the process repeats from this new point. an uphill step may be accepted. thus, it can escape from local optima. this uphill decision is made by the metropolis criteria. as the optimization process proceeds, the length of the steps decline and the algorithm closes in on the global optimum. since the algorithm makes very few assumptions regarding the function to be optimized, it is quite robust with respect to non-quadratic surfaces. the degree of robustness can be adjusted by the user. in fact, simulated annealing can be used as a local optimizer for difficult functions.