Introduction Examples Analysis

Simulated Annealing
Rohit Man Amatya
Master by Research Kathmandu University Dhulikhel, Kavrepalanchok

2012, July 20

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Introduction Examples Analysis

Introduction Annealing Simulated Annealing Examples Travelling Salesman Problem Ball on Terrian Analysis Requirement Update Function

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Problem

We need a strategy to nd other minima This means, we must sometimes select new point How?

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Methods

Brute Fore Greedy Dynamic Programming Backtracking, Branch and Bound

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Metal Annealing

Heating to high temperature Gradual cooling Done for changing the properties of solid-materials.

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What happens

Change the property of the metal One manner is which crystal are formed low energy, organized crystal lattice formed. Placing themselves in a pattern which is global energy minimum of a perfect crystal.

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Simulated Annealing

Incorporate a temperature parameters into the minimization procedure At high temperatures, explore parameter space At low temperature, restrict exploration

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Strategy

Consider decreasing series of temperatures For each temperature, iterate these steps:
Propose an update and evaluate function Accept update that improve solution Accept some updates that dont improve solution
Acceptance probability depands on temperature parameter

If cooling is sufciently slow, the global minimum will be reached

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Travelling Salesman Problem Ball on Terrian

Traveling Salesman Problem

Salesman must visit every city in a set Given distance between pairs of cities Find the shortest route through the set

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Travelling Salesman Problem Ball on Terrian

Ball on Terrain (Fog of War)

Intially placed at a random can only move one step to settle at the lowest point on the terrain

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Irreducibility

All states must communicate

Starting point should not affect results

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Accepting an Update

Change state S0 to S1 with probability

min 1, e T

Given sufcient time, leads to equilibrium state

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Equilibrium Distribution

Probability of state with energy k is

P(S = k ) e T
At low T , probability is concentrated in low energy states

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Update Scheme

A good scheme should be able to:

Connect any two possible paths Propose improvements to good solution

Some possible update schemes:

Swap a pair of cites in current path Invert a segemnt in current path

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Applications

Circuit partitioning and placement. Strategy scheduling with complex product structure. Event-based learning situations.

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Issues

Selecting the parameters Hard fast rule doesnt exist. Large no of iteration need to gurantee convergence.

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