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simulated annealing

Source : Free On-Line Dictionary of Computing

simulated annealing
     
        A technique which can be applied to any minimisation or
        learning process based on successive update steps (either
        random or {deterministic}) where the update step length is
        proportional to an arbitrarily set parameter which can play
        the role of a temperature.  Then, in analogy with the
        annealing of metals, the temperature is made high in the early
        stages of the process for faster minimisation or learning,
        then is reduced for greater stability.
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