Abstract
Solutions to numerical problems often involve finding (or fitting) a set of parameters to optimize a function. A novel extension of the Simulated Annealing method, Very Fast Simulated Reannealing (VFSR) [6, 13, 81, has been proposed for optimizing difficult functions. VFSR has an exponentially decreasing temperature reduction schedule which is faster than both Boltzmn Annealing and Fast (Cauchy) Annealing. VFSR is shown to be is superior to these two methods on optimizing a difficult multimodal function.
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