simulated annealing and gradient descent
- To: mathgroup at smc.vnet.net
- Subject: [mg40755] simulated annealing and gradient descent
- From: sean kim <shawn_s_kim at yahoo.com>
- Date: Wed, 16 Apr 2003 01:36:53 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
hello group. I'have been trying to implement simulated annealing and gradient descent for my system of differential equations which has second order spatial derivative as well as time derivatives and i'm discretizing the spatial term. I have noticed some odd behaviours in my simulated annealing, and i'm starting to think the problem may lie with the parameter updating and annealing schedule. does anyone have experiences with the implementation of simulated annealing within mathematica? There seems to be one post in the past asking if anyone has ingeber's asa implemented in mathematica but no one seems to have replied. I'm having problems with implementing the parameter update that will depend on the acceptance ratios. it will help tremendously if I see some working code. also, it seems to me that i'm in a similar situation as one of the other user in that i'm not a mathmatician, but working with pde's. there were two comments in the past dealing with using the method of lines to approximate second order derivatives. neither has any discussions of truncation errors. Does anyone have experiences in that matter and willing to comment with some codes? thank you all. sean ===== ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ when riding a dead horse, some dismount. while others... buys a new whip. __________________________________________________ Do you Yahoo!? The New Yahoo! Search - Faster. Easier. Bingo http://search.yahoo.com