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Mathews
Optimization Methods
Simulated Annealing
Traveling salesman problem
Genetic Algorithms
13.002
Lecture 12
Minimization Problems
Data Modeling Curve Fitting Linear Model
Non-linear Model
13.002
Lecture 12
Overdetermined System m measurements n unknowns m>n Least Square Solution Minimize Residual Norm
n
13.002 Numerical Methods for Engineers Lecture 12
13.002
Lecture 12
B D
E C A F
Normal Equation
Residual Vector
13.002
Lecture 12
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Lecture 12
E(c)
Measured values
Model Parameters
xi
Non-linear models often have multiple, local minima. A locally linear, least square approximation may therefore find a local minimum instead of the global minimum.
13.002 Numerical Methods for Engineers Lecture 12
Low temperature T
Lower energy always accepted Higher energy accepted with probability p: Allows escape from local minimum
Crystal: Minimum energy of system. Slow cooling -> global minimum: crystal. Fast cooling -> local minimum: glass.
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1. 2. 3. 4.
Elements of Metropolis algorithm Description of possible system configurations Random number generator for changing parameters Cost function energy E Control parameter temperature T.
Lecture 12
4.
Configuration: Cities I = 1,2, N. Order can vary Rearrangements: Change the order of any two cities. Cost function: Distance traveled, number of Mississippi crossings. Annealing schedule. Experimentation with cooling schedule. T held constant for e.g. 100 re-orderings (heat-bath method).
East: West:
=1 = -1
Lecture 12
13.002
cost.m
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Lecture 12