Parent Command
>>> ANNEAL

Subcommand
-

Description
This command defines the annealing schedule for Simulated Annealing minimization. The annealing schedule is a function describing the temperature reduction (and thus the probability of accepting an uphill step, see command >>> ANNEAL). The temperature is updated after a certain number of successful steps have been performed (see command >>>> STEP (a)). There are two functions available. If beta is in the range 0 < beta < 1 (typically 0.9), the following annealing schedule is used:

where k is the iteration index, and tau₀ is the initial temperature specified by command >>>> TEMPERATURE. If beta is greater than one, the following annealing schedule is invoked:

where K is the maximum number of iterations (see command >>>> ITERATION (a)).

Example
> COMPUTATION
>> OPTION
>>> Simulated ANNEALing
>>>> total number of ITERATIONS: 200
>>>> initial TEMPERATURE: -0.05
>>>> update after: 100 STEPS
>>>> annealing SCHEDULE: 0.95
<<<<
<<<
<<

See Also
>>>> ITERATION (a) | >>>> STEP (a) | >>>> TEMPERATURE