Implementation of simulated annealing for two variables non-linear function

Abstract

Stochastic optimisation is a technique that refers to minimisation or maximisation of a certain functions and this algorithm has been used widely in industry, business and computer science. In mathematic algorithm, simulated annealing is used to find an optimal solution for a given nonlinear function in a specified range. A non-linear function has several solutions which are local minima and global minima. In order to get to the optimal solution, the solver may be stuck at one of the local minima thus giving a non-optimal solution of the function. Thus, to avoid this problem, simulated annealing method is used.