[SciPy-User] Parameter for simulated annealing

[scipy.optimize]

To whom it may concern,
 
I am trying to find good settings for simulated annealing. But at the moment I fail. The fmin-optimizer is working properly but he does not find the global minimum. No big surprise.
 
My problem:
I have 6 Variables. 4 of them should be between -0.05 and 0.05 and 2 of them between -45 and 45. I normalize them so they are all around -0.1 to 0.1.
The target function should be 1. I have implemented constraints by adding a 10 to my target function if one of my variables are beyond their range. But the simulated annealing does not respect the constraints. Most of my iterations it tried to find a value out of my given range.
 
What I have done:
I vary 2 parameter: dwell and T0
dwell from 50 to 1000
T0 from 0.2 to 1.2
And this with the 3 different models (anneal_boltzman, anneal_cauchy and anneal_fast).
 
When I have T0=0.2 and dwell=100 the computing range simulated annealing is trying is about -0.08 to 0.08. This was my best result. When I raise T0 and dwell the range grow. But even after 600 iteration there is not a trend to see.
I have computed nearly 20 variations of these parameter but I could not find a big sensitivity.
 
The variation was basically blind because I have no exactly idea what these 2 parameter stands for. I have read the manuals up and down.
 
Can anyone give me an approximate range in which I should search my perfect parameter for dwell and T0? The best thing would be, when I can make a rough estimate of my minimum with the simulated annealing and after this I would run the fmin-optimizer. Because the biggest problem is that 1 computing (1 iteration) takes about 1h. So If I can separate the search I can save much time. (I have a testmodus in which 1 Iteration takes about 15min.)
 
I hope someone can help me. Anyway, thanks for your help.
 
Kind regards,
Marius
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