Very Fast Simulated Reannealing (VFSR) v6.35 in Netlib

Lester Ingber ingber at
Fri Dec 18 08:47:07 EST 1992

                Very Fast Simulated Reannealing (VFSR) v6.35
Netlib requested an early update, and VFSR v6.35 is now in Netlib
and soon will be updated in Statlib.  The code is stable, and is
being used widely.  The changes to date typically correct typos and
account for some problems encountered on particular machines.
        [login as netlib, your_login_name as password]
        cd opt
        get vfsr.Z
        mail netlib at
        send vfsr from opt
        [login as statlib, your_login_name as password]
        cd general
        get vfsr
        mail statlib at
        send vfsr from general
2.  Background and Context
     VFSR  was  developed  in  1987 to deal with the necessity of
performing adaptive global optimization on multivariate nonlinear
stochastic  systems[2].   VFSR was recoded and applied to several
complex systems, in combat analysis[3],  finance[4],  and  neuro-
science[5].   A  comparison  has  shown  VFSR to be superior to a
standard genetic algorithm simulation on a suite of standard test
problems[6],  and  VFSR  has  been  examined  in the context of a
review of methods of simulated annealing[7].  A project comparing
standard  Boltzmann  annealing  with "fast" Cauchy annealing with
VFSR has concluded that VFSR is a superior algorithm[8].  A paper
has  indicated how this technique can be enhanced by combining it
with some other powerful algorithms[9].

|| Prof. Lester Ingber                         [10ATT]0-700-L-INGBER ||
|| Lester Ingber Research                        Fax: 0-700-4-INGBER ||
|| P.O. Box 857                           Voice Mail: 1-800-VMAIL-LI ||
|| McLean, VA  22101                EMail: ingber at ||

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