[SciPy-user] Simulated annealing in scipy

Nils Wagner nwagner at mecha.uni-stuttgart.de
Fri Jul 22 04:09:56 CDT 2005

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 ?

Any pointer would be appreciated.


-------------- next part --------------
A non-text attachment was scrubbed...
Name: annealing.py
Type: text/x-python
Size: 537 bytes
Desc: not available
Url : http://www.scipy.net/pipermail/scipy-user/attachments/20050722/170e3193/annealing.py

More information about the SciPy-user mailing list