Parent Command
>>> ANNEAL

Subcommand
-

Description
This command limits the maximum number of iterations performed by the Simulated Annealing minimization algorithm. An iteration is completed if:

(1) the maximum number of steps mstep on a temperature level is reached (see command >>>> STEP (a)), or

(2) the objective function has been reduced 0.2*mstep times

Each iteration is followed by a reduction of the control parameter tau (temperature) according to the annealing schedule (see command >>>> SCHEDULE).

Example
> COMPUTATION
>> OPTION
>>> Simulated ANNEALing
>>>> maximum number of ITERATIONS: 100
>>>> maximum number of STEPS per ITERATION: 50
>>>> annealing SCHEDULE: 0.95
>>>> initial TEMPERATURE: -0.02
<<<<
<<<
<<

See Also
>>>> STEP (a) | >>>> SCHEDULE