14 - Simulated Annealing: A Stochastic Optimization Method

In this lecture I will introduce simulated annealing which is a stochastic global optimization method. This is the fourteenth lecture in the Statistical Toolkit module that follows the second chapter of the book "Applied Mathematics Toolkit: Modeling, Data, and Algorithms for Scientists and Engineers", which will be available at the end of 2026. Feel free to contact the authors Nan Chen or myself (Charlotte Moser) via email at [email protected] or [email protected] with any questions. More information about our work can be found at https://people.math.wisc.edu/~nchen29/ or https://sites.google.com/view/charlotte-moser.