simulated annealing

https://doi.org/10.1351/goldbook.10114
Generic probabilistic meta-heuristic to locate a good approximation to the global optimum of a given function in a large search space, in which there is a slow decrease in the probability of accepting worse solutions as the solution space is explored.
Note: The function \(E(\rm{s})\) to be minimized is analogous to the internal energy of the system in that state. The goal is to bring the system, from an arbitrary initial state, to a state with the minimum possible energy. At each step, the heuristic considers some neighbouring state \(s^{\prime}\) of the current state \(s\), and probabilistically decides between moving the system to state \(s^{\prime}\) or staying in state \(s\). These probabilities ultimately lead the system to move to states of lower energy. Typically this step is repeated until the system reaches a state that is good enough for the application, or until a given computation budget has been exhausted.
Source:
PAC, 2016, 88, 407. (Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)) on page 425 [Terms] [Paper]