Parent Command
>>> ANNEAL

Subcommand
-

Description
This command defines the initial temperature tau0 for Simulated Annealing minimization. The initial temperature is reduced after each iteration k according to the annealing schedule (see command >>>> SCHEDULE). The temperature tau defines the probability P with which an uphill step delta(S) should be accepted:

The probability decreases with decreasing temperature. The initial temperature temp0 should be a reasonable fraction of the objective function S. If a positive value is given, then tau0 = temp0. If a negative value is provided, the initial temperature is internally calculated as a fraction of the initial objective function:

Example
> COMPUTATION
>> OPTION
>>> Simulated ANNEALing
>>>> maximum number of ITERATIONS: 100
>>>> maximum number of STEPS per ITERATION: 50
>>>> annealing SCHEDULE: 0.95
>>>> initial TEMPERATURE: -0.01 times the initial obj. func.
<<<<
<<<
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See Also
>>>> STEP (a) | >>>> SCHEDULE