Is anyone aware of a reasonably well documented example of simulated annealing in Visual Basic that I can examine and adapt?
This project looks pretty well documented: http://www.codeproject.com/KB/recipes/simulatedAnnealingTSP.aspx. It's C# but contains only one important source file (TravellingSalesmanProblem.cs) so it's pretty easy to run it through a converter. Maybe: http://labs.developerfusion.co.uk/convert/csharp-to-vb.aspx?
MSDN magazine also had an interesting article on neural networks. As I understand simulated annealing, you can add it to other function estimation methods (like neural nets). So you could add simulated annealing to the MSDN VB code by shrinking the Momentum over time. The network starts 'hot' by backpropagating error with a large Momentum and slowly 'cools' by shrinking the Momentum and thus reducing the effect of output error in backpropagation.
Cheers.
I generally refer to "Numerical recipes in C/C++" for all the pseudocode and adapt to my own later. That is the best documentation/implementation you could find. Sometimes you could even find better algorithms or an alternative way of solving. (In case Newton Raphshon is not the way to go)