A Monte Carlo Optimization Technique and its application to Biological Problems

Abstract: In this talk we will introduce a Monte Carlo optimization technique, called the simulated annealing method. The method is an adaptation of the Metropolis-Hastings algorithm and its main advantages over other local search methods are its flexibility and its ability to approach global optimality. Throughout the talk, we will give the theory and the practice of the simulated annealing method as well as its applications in biology.