Statistical analysis of the parameters of the simulated annealing algorithm

Abstract

This paper proposes using the ANOVA (ANalysis Of the VAriance) method to carry out an exhaustive analysis of the simulated annealing (Sim-Ann) method and the different parameters it requires, such as those related to: the neighbourhood; the cooling scheme; the initial temperature; the number of times the cooling scheme is applied; and the number of times we search for best individual before the temperature is cooled. When undertaking a detailed statistical analysis of the influence of each parameter, the designer should pay attention mostly to the parameter presenting values that are statistically most significant. Following this idea, the significance and relative importance of the parameters with respect to the obtained results, as well as suitable values for each of these, were obtained using ANOVA on four well known function optimization problems.