**Tid:****12 maj 1997 kl 1515-1700**

**Plats :****Seminarierummet 3733**, Institutionen för
matematik, KTH, Lindstedts väg 25, plan 7. Karta!

**Föredragshållare:****
Harry Cohn,
Melbourne University. List
of publications
**

**Titel:**
**
Global optimization by Markov chains: The simulated annealing algorithm
**

*
Sammanfattning: *
Suppose that we are given a large but finite set of points S, and a
function f whose value in any point of S can be identified. We need to
find the minimum of f over S. As the number of points of S is very large,
a Markov chain with state space S, called a simulated annealing chain,
provides a probabilistic tool for finding an optimal or near optimal point
of f. This Markov chain depends on a parameter T called temperature which
is lowered until a satisfactory solution is reached.

Some practical and theoretical aspects of the simulated annealing method will be discussed. Examples are provided by the travelling salesman problem.