ASA

Adaptive Simulated Annealing

ASA is developed to statistically find the best global fit of a nonlinear non-convex cost-function over a D-dimensional space. This algorithm permits an annealing schedule for 'temperature' T decreasing exponentially in annealing-time k, T = T_0 exp(-c k^1/D). The introduction of re-annealing also permits adaptation to changing sensitivities in the multi-dimensional parameter-space. This annealing schedule is faster than fast Cauchy annealing, where T = T_0/k, and much faster than Boltzmann annealing, where T = T_0/ln k.

Some other adaptive options include SELF_OPTIMIZE, to find optimal starting conditions, and QUENCHing, to methodically find faster performance that might be useful for large parameter-spaces. The ASA_SAMPLE option permits importance sampling during the process of global optimization. ASA_PARALLEL includes some hooks for parallel code. ASA_SAVE permits recovery from last best optima. Other options permit user-defined alternative generating or acceptance distributions.

Availability

ASA is publicly available at no charge. See LICENSE file (in the tar file described below) for details.

System Requirements

ASA should compile on any machine with a C compiler. See NOTES file for some help for compiling on PCs and MACs.

Need more info?

Visit the ASA homepage, or contact:

L. Ingber
Adaptive Simulated Annealing (ASA)
Lester Ingber Research
McLean, VA
Phone: (800) L INGBER
E-Mail: ingber@ingber.com

Reference:

L. Ingber, Very fast simulated re-annealing, Mathl. Comput. Modelling,Vol. 12 No. 8 ,pp. 967-973 , 1989.

L. Ingber, Generic mesoscopic neural networks based on statistical mechanics of neocortical interactions, Phys. Rev. A,Vol. 45 No. 4 ,pp. R2183-R2186 , 1992.

L. Ingber, B. Rosen, Genetic algorithms and very fast simulated reannealing: A comparison , Mathl. Comput. Modelling ,Vol. 16 No. 11,pp. 87-100 , 1992.

L. Ingber, Simulated annealing: Practice versus theory , Mathl. Comput. Modelling, Vol. 18 No. 11, pp.29-57, 1993.

L. IngberAdaptive simulated annealing (ASA): Lessons learned, Control and Cybernetics,Vol. 25 No. 1,pp. 33-54, 1996.

[ Optimization Software Guide | OTC Home Page | NEOS Server | NEOS Guide ]