Used By

Author:

Rohit Goswami

Publications and reproducibility packages that use anneal.

Publications

  • anneal: A Typed Component Algebra for Simulated Annealing and MCMC with a Budget-Only Portfolio Optimizer (ACM Transactions on Mathematical Software, in preparation).

The reference publication: it factors SA into five typed components and four composition laws, proves the four Generalized-SA limit reductions as mechanized symbolic identities, specifies the workflow class in TLA+, audits the finite-precision acceptance path, and benchmarks the component families on the CUTEst set. The implementation contributions – shifted-QMC replicated polish, the tensor/additive independence sampler, the GLE-Langevin colored-noise move, the dimension-collapse surrogate, the GPU-resident device backend, and the noise-aware acceptance rule – each enter a typed component slot rather than a one-off driver.

Reproducibility

  • The anneal_repro package regenerates every number and figure of the paper from source: the SymPy theorem witnesses, the TLA+ checks, the finite-precision experiments, the tensor and colored-noise derivations, and the sharded CUTEst benchmark with its performance, data, and Pareto profiles.

Foundations

  • anneal is built on eindir, which provides the typed primitives (the Objective trait, Bounds, and the dimension-collapse, Chebyshev surrogate, low-discrepancy point-set, and GLE thermostat primitives).