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Simulated Annealing
           Bladimir Lenis Gil

University of Puerto Rico, Mayaguez Campus

        Physics Graduate Seminar

              Nov. 18 2010


             Dr. Angel Lopez
                Professor
Simulated Annealing
Contents
1. Introduction
2. S.A. Cooling Schedule
3. Exponential Cooling
4. Problem Specific Decisions
5. S.A. Block Diagram
6. Sample Problems by S.A.
7. Summary
Introduction
• Others names:
  – MonteCarlo Annealing
  – Statistical Cooling
  – Probabilistic Hill Climbing
  – Stochastic Relaxation
  – Probabilistic Exchange Algorithm


• Motivated by the physical annealing process
Introduction
• Material is heat and slowly cooled into a
  uniform structure

• Simulated annealing mimic this process

• The first S.A. algorithm was developed in 1953
  (Metropolis)
S.A. Cooling Schedule
• Starting Temperature

• Final Temperature

• Temperature Decrement

• Iterations at each temperature
Exponential Cooling

            • Can also do
              linear or step-
              wise cooling

            • But exponential
              cooling often
              work best.
Problem Specific Decisions
• Cost Function

• Neighbourhood

• Performance
S.A. Block Diagram
Sample Problems by S.A.

•   Matlab “Peaks” Function
•   “Peaks” Convergence
•   Traveling Salesman Problem
•   Structural Optimization
•   Networks and Graphs Problems
•   Telescope Array Optimization
Summary
• SA is a general solution method that is easily
  applicable to a large number of problems
• Generally the quality of the results of SA is
  good, although it can take a lot of time
• Results are generally not reproducible:
  another run can give a different result
• Proven to find the optimum under certain
  conditions; one of these conditions is that you
  must run forever
Thanks!!!

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Simulated annealing

  • 1. Simulated Annealing Bladimir Lenis Gil University of Puerto Rico, Mayaguez Campus Physics Graduate Seminar Nov. 18 2010 Dr. Angel Lopez Professor
  • 2. Simulated Annealing Contents 1. Introduction 2. S.A. Cooling Schedule 3. Exponential Cooling 4. Problem Specific Decisions 5. S.A. Block Diagram 6. Sample Problems by S.A. 7. Summary
  • 3. Introduction • Others names: – MonteCarlo Annealing – Statistical Cooling – Probabilistic Hill Climbing – Stochastic Relaxation – Probabilistic Exchange Algorithm • Motivated by the physical annealing process
  • 4. Introduction • Material is heat and slowly cooled into a uniform structure • Simulated annealing mimic this process • The first S.A. algorithm was developed in 1953 (Metropolis)
  • 5. S.A. Cooling Schedule • Starting Temperature • Final Temperature • Temperature Decrement • Iterations at each temperature
  • 6. Exponential Cooling • Can also do linear or step- wise cooling • But exponential cooling often work best.
  • 7. Problem Specific Decisions • Cost Function • Neighbourhood • Performance
  • 9. Sample Problems by S.A. • Matlab “Peaks” Function • “Peaks” Convergence • Traveling Salesman Problem • Structural Optimization • Networks and Graphs Problems • Telescope Array Optimization
  • 10. Summary • SA is a general solution method that is easily applicable to a large number of problems • Generally the quality of the results of SA is good, although it can take a lot of time • Results are generally not reproducible: another run can give a different result • Proven to find the optimum under certain conditions; one of these conditions is that you must run forever