Generate sequence of points X1
, X2 ,
..., Xn , ... , in parameter space
as follows:
| 1. |
Xn with score
S(Xn) |
| 2. |
random perturbation of Xn
to Xn+1
with score S(Xn+1) |
| 3. |
if S(Xn+1)
< S(Xn)
then: accept |
|
else |
|
if p: random[0,1] < e-[
S(Xn+1)
- S(Xn)
]/RT then: accept
|
|
|
| 4. |
repeat 2 - 3 while gradually lowering T |
|