Hands-On Artificial Intelligence for IoT

Simulated annealing

Simulated annealing is a stochastic method. It is inspired by the physical process of annealing, in which a solid is first heated to a high enough temperature so that it melts, and then the temperature is decreased slowly; this allows the particles of the solid to arrange themselves in the lowest possible energy state and thus produce a highly structured lattice.

We start with some random values assigned to each variable; this represents the initial state. At each step, we pick a variable (or group of variables) at random and then select a random value. If, upon the assignment of that value to the variable, there is an improvement in the objective function, the algorithm accepts the assignment, there is a new current assignment, ...