Definition: Simulated annealing is a method of finding optimal values numerically. Simulated annealing is a
search method as opposed to a gradient based algorithm. It chooses a new
point, and (for optimization) all uphill points are accepted while some
downhill points are accepted depending on a probabilistic criteria.
Unlike the simplex search method provided by Matlab, simulated annealing may allow "bad" moves thereby allowing for escape from a local max. The value of a move is evaluated according to a temperature criteria (which essentially determines whether the algorithm is in an "hot" area of the function).
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