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Simplex-Simulated annealing (SIMPSA)
Algorithms based on simulated annealing employ a stochastic generation of solution vectors and employ similarities between the physical process of annealing (i.e. melting a solid by heating it, followed by slow cooling and crystallization into a minimum free energy state) and a minimization problem. During the cooling process, transitions are accepted to occur from a low to a high energy level through a Boltzmann probability distribution. For an optimization problem, this corresponds to "wrong-way" movements. This implementation contains an algorithm that was described in Cardoso et al. (1996) and is based on the combination of the non-linear smplex and simulated annealing algorithms (the SIMPSA algorithm).
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