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Optimisation for Artificial Intelligence, a 4-day course

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Simulated annealing

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Simulated annealing is a trajectory method: we manipulate one element of population at a time and construct a series of $x_i$ in order to make it converge toward an optimum.

Simulated annealing is inspired by metallurgy:

Exercice
Implement simulated annealing on the function of your choice.
Of course, you are encouraged to pick one in the bestiary.

This exercice may look very easy, but you will realise there is a lot left to your consideration:

And of course, what will work for a type of problem may not be that efficient for other types of problems.

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