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Biometrika 1985 72(1):191-198; doi:10.1093/biomet/72.1.191
© 1985 by Biometrika Trust
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Applications of the annealing algorithm to combinatorial problems in statistics

M. LUNDY

Statistical Laboratory, University of Cambridge Cambridge CB2 1SB, U.K

There are several problems in statistics which can be formulated so that the desired solution is the global minimum of some explicitly defined objective function. In many cases the number of candidate solutions increases exponentially with the size of the problem making exhaustive search impossible, but descent procedures, devised to reduce the number of solutions examined, can terminate with local minima. In this paper we describe the annealing algorithm, a widely applicable stochastic search procedure which can escape local optima, and we use the evolutionary tree problem to illustrate the method of application.

Key Words: Annealing • Evolutionary tree • Global optimization • Local optimum • Steiner tree • Stochastic optimization


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