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In 1953, Metropolis et al.
gave an algorithm for the efficient simulation of the evolution of a solid to thermal equilibrium. Thirty years later some authors realized that there exists a profound analogy between the minimization of the cost function of a combinatorial optimization problem and the slow cooling of a solid to its low energy ground state. By substituting cost for energy the Metropolis algorithm leads to the solution of the optimization problem. This is the so-called simulated annealing method. This book is a complete presentation of this method, its convergence behaviour, its relations with statistical physics, its implementation and its performances. Many applications are also discussed and its parallel implementation on multi-processor architectures. Extension to the continuous case is treated.
(CB)
📜 SIMILAR VOLUMES
## Book Reviews 15. Von Neumann's model of economic growth. 16. Analytical dynamics. 17. Dynamics of systems under elastic constraints. 18. Dynamical problems of optimal control. References.
In 1953, Metropolis et al. gave an algorithm for the efficient simulation of the evolution of a solid to thermal equilibrium. Thirty years later some authors realized that there exists a profound analogy between the minimization of the cost function of a combinatorial optimization problem and the s