Customer Reviews

Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and Neural Computing

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I bought this book many years ago for the first half on simulated annealing because it was showing up in so many references on the subject. In about 90 pages it covers the theory (Metropolis algorithm, the Markov chain theory), shows how to apply it, suggests an algorithm to determine a good cooling schedule, and gives some example applications to combinatorial problems. The exposition is clear, the theory leads naturally into the practical material, and the results readily translate to computer algorithms. Consider this as a point of departure, though: in practice I have had to modify the suggested cooling schedule according to the problem being solved.

This is the book I go to when developing a new simulated annealing solution to any problem. The price is exorbitant, though. If you can't find it in a library, look for cheaper copies overseas.

R.H.J.M Otten and L.P.P.P van Ginneken The Annealing Algorithm Kluwer Academic Publisher