[SciPy-user] Simulated annealing in scipy

Nils Wagner nwagner at mecha.uni-stuttgart.de
Fri Jul 22 07:48:47 CDT 2005


Robert Kern wrote:

> Nils Wagner wrote:
>
>> Hi all,
>>
>> I tried to find the smallest eigenvalue of a generalized
>> eigenvalue problem
>>
>> K x = \lambda M x
>>
>> by minimizing the Rayleigh quotient
>>
>> R = x^T K x / x^T M x
>>
>> where K and M are symmetric positive definite.
>> I have used optimize.anneal for this purpose (annealing.py for details).
>> However, the simulated annealing algorithm doesn't terminate with the 
>> global optimal solution.
>> But for what reason ?
>
>
> Simulated annealing isn't perfect. It has quite a number of tweakable 
> parameters. Finding the right values for those is something of an art.
>
Do you think that genetic algorithms are an option for my task ?

Nils

 




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