MPE StudioMath of Planet Earth
Statistical Toolkit · 14

Simulated Annealing

Escaping local optima through controlled randomness

Simulated annealing adapts the Metropolis idea for optimization. Early randomness permits uphill moves; cooling gradually focuses the search near low-energy solutions.

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The essential idea: temperature balances global exploration early with local refinement late.

Watch the concept

One Concept · One Example

Simulated Annealing video thumbnail▶

Simulated Annealing

Presented by Charlotte Moser

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What to notice

The idea in 30 seconds

Optimization with a temperature

Energy difference

A proposed move is immediately accepted if it lowers the objective; otherwise it faces a probabilistic test.

ΔE=E(x′)−E(x)

Thermal acceptance

High temperature makes uphill moves plausible. As temperature approaches zero, the search becomes increasingly selective.

P(accept uphill)=exp(−ΔET)
Explore

Can randomness escape the nearest minimum?

Start from x = 4 on a multimodal objective. Compare greedy hill climbing with simulated annealing under different cooling schedules.

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hot explorationcool refinementhill-climbing result
KEY TAKEAWAY

Controlled stochasticity can escape local optima and balance exploration with exploitation in a non-convex landscape.