When attempting to solve an optimization problem using the SA algorithm, the most obvious representation of the control variables is usually appropriate. However, the way in which new solutions are generated may need some thought. The solution generator should
For problems with continuous control values, Vanderbilt and Louie [62] recommend that new trial solutions be generated according to the formula:
where 
is a vector of
random numbers in the range 
,
so that each has zero mean and unit
variance, and 
is a matrix that controls the step size
distribution. In order to generate random steps with a covariance
matrix 
is found by solving
by Cholesky decomposition,
for example
should be updated as the search progresses to
include information about the local topography:
(See the Linear Algebra chapter for more details of this methos.)
