[SciPy-user] Simulated annealing in scipy
nwagner at mecha.uni-stuttgart.de
Fri Jul 22 04:09:56 CDT 2005
I tried to find the smallest eigenvalue of a generalized
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 ?
Any pointer would be appreciated.
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