**CMU Artificial Intelligence Repository**

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## ASA: Adaptive Simulated Annealing

areas/anneal/asa/

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.
Origin:
ftp.alumni.caltech.edu:/pub/ingber/ASA.tar.gz [131.215.48.62]

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
asa-request@alumni.caltech.edu.
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. [asa89_vfsr.ps]
Lester Ingber and B. Rosen, "Genetic algorithms and very fast
simulated reannealing: A comparison", Mathl. Comput. Modelling
16(11):87-100, 1992. [asa92_saga.ps]
Lester Ingber, "Simulated annealing: Practice versus theory", Mathl.
Comput. Modelling 18(11):1993, 29-57. [asa93_sapvt.ps]
Lester Ingber, "Path-integral evolution of stochastic chaos", Phys.
Rev. Lett., submitted 1994. [chaos94.ps]
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. [combat93.ps]
Lester Ingber, "Statistical mechanics of nonlinear nonequilibrium
financial markets", Math. Modelling 5(6):343-361, 1984. [markets84.ps]
Lester Ingber, "Statistical mechanical aids to calculating term
structure models", Phys. Rev. A 42(12):1990, 7057-7064. [markets90.ps]
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.
[markets91.ps]
Lester Ingber, "Path-integral Riemannian contributions to nuclear
Schro\*:dinger equation", Phys. Rev. D 29:1171-1174, 1984.
[nuclear84.ps]
Lester Ingber, "Riemannian contributions to short-ranged
velocity-dependent nucleon-nucleon interactions", Phys. Rev. D
33:3781-3784, 1986. [nuclear86.ps]
Lester Ingber, "Statistical mechanics of neocortical interactions. I.
Basic formulation", Physica D 5:83-107, 1982. [smni82_basic.ps]
Lester Ingber, "Statistical mechanics of neocortical interactions.
Derivation of short-term-memory capacity", Phys. Rev. A 29:3346-3358,
1984. [smni84_stm.ps]
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. [smni85_stm.ps]
Lester Ingber, "Statistical mechanics of neocortical interactions: A
scaling paradigm applied to electroencephalography", Phys. Rev. A
6(44):4017-4060, 1991. [smni91_eeg.ps]
Lester Ingber, "Generic mesoscopic neural networks based on
statistical mechanics of neocortical interactions", Phys. Rev. A
45(4):R2183-R2186, 1992. [smni92_mnn.ps]
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.]
[smni94_eeg.ps]
Lester Ingber, "Statistical mechanics of neocortical interactions:
Path-integral evolution of short-term memory", Phys. Rev. E
49(5B):1994, 4652-4664. [smni94_stm.ps]

Last Web update on Mon Feb 13 10:20:08 1995

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