Hi,
I'm doing a basic simulated annealing experiment and I want to assign a probability to decide whether a variable change is accepted or not.
My probability function is
probability=exp(-(A2-A1)/temp);where A is the variable that I'm trying to minimise. As temp decreases the probability of accepting A2>A1 decreases, so that A1 will eventually be in a minimal state.
How can I program my code such that if probability=0.8 (where A2>A1 at a high value of temp), there is an 80% chance that the line
A1=A2;will be accepted.
If I haven't explained the problem clearly enough, please comment and I'll try to elaborate.
Thanks,
Richard
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