Binary and Sudoku puzzles could be seen as optimization problems by using a score of rules violation as the objective function which is minimized. The simulated annealing algorithm is a good alternative to solve the puzzles. This paper describes the approach which implements the algorithm and presents the SAS/IML program of it. Empirical trials show that the approach works well to find the solution of the puzzles in a satisfying run time. Keywords : meta-heuristic, simulated annealing
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