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[Help-gsl] Question about simulated annealing


From: Sak
Subject: [Help-gsl] Question about simulated annealing
Date: Sat, 13 Oct 2007 04:31:37 -0500

I'm trying to use the simulated annealing module of GSL.  I understand the
algorithm pretty well and the settings parameters passed to the main SA
function
in the gsl_siman_params_t data structure.

I believe iters_fixed_t is the length of the random walk at each
temperature.  Is
this correct?

And, I don't understand the meaning of n_tries from the GSL documentation:
"The number of points to try for each step."  From what I understand of SA,
if the e_i+1 <= e_i, then we take the step for sure (p = 1.0).  If e_i+1 >
e+i, then
the probability of taking the step is based on the boltzmann distribution.
I
don't understand why multiple points(neighbors?) are sampled before taking
a step in our random walk.

I thought maybe it means, if n_tries = 20, then we try 20 points and take
the smallest e_i+1 if all 20 e_i+1 <= e_i.  But then I don't understand how
GSL would handle cases where multiple e_i+1 > e_i, which leads me to
think I'm wrong about what n_tries means.  Can anyone clear up for me
what n_tries function is?

Thanks in advance,
Sak S.


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