A modern Fortran simulated annealing optimization method. A work in progress.

Status

Building

A Fortran Package Manager manifest file is included, so that the library and test cases can be compiled with FPM. For example:

fpm build --profile release
fpm test --profile release

To use simulated-annealing within your fpm project, add the following to your fpm.toml file:

[dependencies]
simulated-annealing = { git="https://github.com/jacobwilliams/simulated-annealing.git" }

To generate the documentation using ford, run: ford simulated-annealing.md

See also

• https://www.netlib.org/opt/simann.f

Documentation

The latest API documentation can be found here. This was generated from the source code using FORD.

References

• Corana et al., "Minimizing multimodal functions of continuous variables with the "simulated annealing" algorithm", september 1987 (vol. 13, no. 3, pp. 262-280), acm transactions on mathematical software.
• Goffe, Ferrier and Rogers, "Global optimization of statistical functions with simulated annealing", journal of econometrics, vol. 60, no. 1/2, jan./feb. 1994, pp. 65-100.
• S. Kirkpatrick, C. D. Gelatt Jr., M. P. Vecchi, "Optimization by Simulated Annealing", Science 13 May 1983, Vol. 220, Issue 4598, pp. 671-680
• W. L. Goffe, SIMANN: A Global Optimization Algorithm using Simulated Annealing, Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(3), pages 1-9, October 1996.