https://github.com/jacobwilliams/simulated-annealing

Simulated Annealing with Modern Fortran
https://github.com/jacobwilliams/simulated-annealing

annealing fortran optimization simulated-annealing stochastic-optimization

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Simulated Annealing with Modern Fortran

• Host: GitHub
• URL: https://github.com/jacobwilliams/simulated-annealing
• Owner: jacobwilliams
• License: other
• Created: 2019-09-02T01:44:03.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2024-03-07T01:03:23.000Z (8 months ago)
• Last Synced: 2024-07-30T18:27:50.495Z (3 months ago)
• Topics: annealing, fortran, optimization, simulated-annealing, stochastic-optimization
• Language: Fortran
• Homepage:
• Size: 1010 KB
• Stars: 22
• Watchers: 4
• Forks: 4
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.txt

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README

        
![simulated-annealing](media/logo.png)

============

A modern Fortran simulated annealing optimization method. ***A work in progress.***

### Status

[![Language](https://img.shields.io/badge/-Fortran-734f96?logo=fortran&logoColor=white)](https://github.com/topics/fortran)

[![CI Status](https://github.com/jacobwilliams/simulated-annealing/actions/workflows/CI.yml/badge.svg)](https://github.com/jacobwilliams/simulated-annealing/actions)

[![GitHub release](https://img.shields.io/github/release/jacobwilliams/simulated-annealing.svg?style=plastic)](https://github.com/jacobwilliams/simulated-annealing/releases/latest)

[![codecov](https://codecov.io/gh/jacobwilliams/simulated-annealing/branch/master/graph/badge.svg?token=43HK33CSMY)](https://codecov.io/gh/jacobwilliams/simulated-annealing)

### Building

A [Fortran Package Manager](https://github.com/fortran-lang/fpm) manifest file is included, so that the library and test cases can be compiled with FPM. For example:

```

fpm build --profile release

fpm test --profile release

```

To use `simulated-annealing` within your fpm project, add the following to your `fpm.toml` file:

```toml

[dependencies]

simulated-annealing = { git="https://github.com/jacobwilliams/simulated-annealing.git" }

```

To generate the documentation using [ford](https://github.com/Fortran-FOSS-Programmers/ford), run: ```ford ford.md```

### See also

  *  https://www.netlib.org/opt/simann.f

### Documentation

The latest API documentation can be found [here](https://jacobwilliams.github.io/simulated-annealing/). This was generated from the source code using [FORD](https://github.com/Fortran-FOSS-Programmers/ford).

### References

  * Corana et al., "[Minimizing multimodal functions of continuous variables

    with the "simulated annealing" algorithm](https://dl.acm.org/doi/10.1145/29380.29864)", september 1987

    (vol. 13, no. 3, pp. 262-280),

    acm transactions on mathematical software.

  * Goffe, Ferrier and Rogers, "[Global optimization of statistical functions

    with simulated annealing](https://www.sciencedirect.com/science/article/abs/pii/0304407694900388)", journal of econometrics, vol. 60, no. 1/2,

    jan./feb. 1994, pp. 65-100.

  * S. Kirkpatrick, C. D. Gelatt Jr., M. P. Vecchi, "[Optimization by Simulated Annealing](https://pdfs.semanticscholar.org/e893/4a942f06ee91940ab57732953ec6a24b3f00.pdf)", Science 13 May 1983, Vol. 220, Issue 4598, pp. 671-680

  * W. L. Goffe, [SIMANN: A Global Optimization Algorithm using Simulated Annealing](https://www.researchgate.net/publication/24015773_SIMANN_A_Global_Optimization_Algorithm_using_Simulated_Annealing), Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(3), pages 1-9, October 1996.