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ASA: Adaptive Simulated Annealing

ASA (Adaptive Simulated Annealing) is a powerful global optimization C-code algorithm especially useful for nonlinear and/or stochastic systems. 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.
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Version: 3.20 (1-OCT-94) Copying: GNU GPL v2. Updated: Thu Oct 6 16:22:14 1994 CD-ROM: Prime Time Freeware for AI, Issue 1-1 Mailing List: To be added to the mailing list, send mail to Author(s): Lester Ingber Lester Ingber Research PO Box 857 McLean, VA 22101 Tel: 1-800-L-INGBER Keywords: ASA, Authors!Ingber, Complex Constraints, Nonlinear Optimization, Simulated Annealing, Stochastic Systems References: The following papers are included with the distribution. Lester Ingber, "Very fast simulated re-annealing", Mathl. Comput. Modelling 12(8):967-973, 1989. [] Lester Ingber and B. Rosen, "Genetic algorithms and very fast simulated reannealing: A comparison", Mathl. Comput. Modelling 16(11):87-100, 1992. [] Lester Ingber, "Simulated annealing: Practice versus theory", Mathl. Comput. Modelling 18(11):1993, 29-57. [] Lester Ingber, "Path-integral evolution of stochastic chaos", Phys. Rev. Lett., submitted 1994. [] Lester Ingber, "Statistical mechanics of combat and extensions" in Toward a Science of Command, Control, and Communications, C. Jones, editor, American Institute of Aeronautics and Astronautics, Washington, DC, pages 117-149, 1993. [] Lester Ingber, "Statistical mechanics of nonlinear nonequilibrium financial markets", Math. Modelling 5(6):343-361, 1984. [] Lester Ingber, "Statistical mechanical aids to calculating term structure models", Phys. Rev. A 42(12):1990, 7057-7064. [] Lester Ingber, M.F. Wehner, G.M. Jabbour, and T.M. Barnhill, "Application of statistical mechanics methodology to term-structure bond-pricing models", Mathl. Comput. Modelling 15(11):77-98, 1991. [] Lester Ingber, "Path-integral Riemannian contributions to nuclear Schro\*:dinger equation", Phys. Rev. D 29:1171-1174, 1984. [] Lester Ingber, "Riemannian contributions to short-ranged velocity-dependent nucleon-nucleon interactions", Phys. Rev. D 33:3781-3784, 1986. [] Lester Ingber, "Statistical mechanics of neocortical interactions. I. Basic formulation", Physica D 5:83-107, 1982. [] Lester Ingber, "Statistical mechanics of neocortical interactions. Derivation of short-term-memory capacity", Phys. Rev. A 29:3346-3358, 1984. [] Lester Ingber, "Statistical mechanics of neocortical interactions: Stability and duration of the 7\(+-2 rule of short-term-memory capacity", Phys. Rev. A 31:1183-1186, 1985. [] Lester Ingber, "Statistical mechanics of neocortical interactions: A scaling paradigm applied to electroencephalography", Phys. Rev. A 6(44):4017-4060, 1991. [] Lester Ingber, "Generic mesoscopic neural networks based on statistical mechanics of neocortical interactions", Phys. Rev. A 45(4):R2183-R2186, 1992. [] Lester Ingber, "Statistical mechanics of neocortical interactions: Multiple scales of EEG", J. Electroencephal. clin. Neurophysiol., to be published, 1994. [This is an expansion of an invited talk to the Frontier Science in EEG Symposium, New Orleans, 9 Oct 1993.] [] Lester Ingber, "Statistical mechanics of neocortical interactions: Path-integral evolution of short-term memory", Phys. Rev. E 49(5B):1994, 4652-4664. []
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