NHSE Software Catalog

ASA (Adaptive Simulated Annealing)

url

ftp://ftp.alumni.caltech.edu/pub/ingber/

version

6.4

description

http://alumni.caltech.edu/~ingber/

abstract

The ASA code was first developed in 1987 as Very Fast
Simulated Reannealing (VFSR) to deal with the necessity of
performing adaptive global optimization on multivariate nonlinear
stochastic systems[2]. VFSR was recoded and applied to several
complex systems, in combat analysis[3], finance[4], and
neuroscience[5].
In November
1992, the VFSR C-code was rewritten, e.g., changing to the use of
long descriptive names, and made publicly available as version
6.35 under the same GNU license as this ASA code[7].
Beginning in January 93, many adaptive features were
developed, largely in response to users' requests, leading to
this ASA code.

contact

Lester Ingber / ingber@alumni.caltech.edu

keywords

nonlinear optimization; simulated annealing