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.
NETLIB
Interactive:
ftp research.att.com
[login as netlib, your_login_name as password]
cd opt
binary
get vfsr.Z
Email:
mail netlib at research.att.com
send vfsr from opt
STATLIB
Interactive:
ftp lib.stat.cmu.edu
[login as statlib, your_login_name as password]
cd general
get vfsr
Email:
mail statlib at lib.stat.cmu.edu
send vfsr from general
EXCERPT FROM README
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 alumni.caltech.edu ||
