Simulated annealing

Abstract: There is a deep and useful connection between statistical mechanics (the behavior of systems with many degrees of freedom in thermal equilibrium at a finite temperature) and multivariate or combinatorial optimization (finding the minimum of a given function depending on many parameters). A detailed analogy with annealing in solids provides a framework for optimization of the properties of very large and complex systems. This connection to statistical mechanics exposes new information and provides an unfamiliar perspective on traditional optimization problems and methods.

Abstract: A number of extensions to the multisolution approach to the crystallographic phase problem are discussed in which the negative quartet relations play an important role. A phase annealing method, related to the simulated annealing approach in other optimization problems, is proposed and it is shown that it can result in an improvement of up to an order of magnitude in the chances of solving large structures at atomic resolution. The ideas presented here are incorporated in the program system SHELX-90; the philosophical and mathematical background to the direct-methods part (SHELXS) of this system is described.

Abstract: An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant system (AS). We propose it as a viable new approach to stochastic combinatorial optimization. The main characteristics of this model are positive feedback, distributed computation, and the use of a constructive greedy heuristic. Positive feedback accounts for rapid discovery of good solutions, distributed computation avoids premature convergence, and the greedy heuristic helps find acceptable solutions in the early stages of the search process. We apply the proposed methodology to the classical traveling salesman problem (TSP), and report simulation results. We also discuss parameter selection and the early setups of the model, and compare it with tabu search and simulated annealing using TSP. To demonstrate the robustness of the approach, we show how the ant system (AS) can be applied to other optimization problems like the asymmetric traveling salesman, the quadratic assignment and the job-shop scheduling. Finally we discuss the salient characteristics-global data structure revision, distributed communication and probabilistic transitions of the AS.

Abstract: This paper introduces the ant colony system (ACS), a distributed algorithm that is applied to the traveling salesman problem (TSP). In the ACS, a set of cooperating agents called ants cooperate to find good solutions to TSPs. Ants cooperate using an indirect form of communication mediated by a pheromone they deposit on the edges of the TSP graph while building solutions. We study the ACS by running experiments to understand its operation. The results show that the ACS outperforms other nature-inspired algorithms such as simulated annealing and evolutionary computation, and we conclude comparing ACS-3-opt, a version of the ACS augmented with a local search procedure, to some of the best performing algorithms for symmetric and asymmetric TSPs.

Abstract: Many tasks in computer vision involve assigning a label (such as disparity) to every pixel. A common constraint is that the labels should vary smoothly almost everywhere while preserving sharp discontinuities that may exist, e.g., at object boundaries. These tasks are naturally stated in terms of energy minimization. The authors consider a wide class of energies with various smoothness constraints. Global minimization of these energy functions is NP-hard even in the simplest discontinuity-preserving case. Therefore, our focus is on efficient approximation algorithms. We present two algorithms based on graph cuts that efficiently find a local minimum with respect to two types of large moves, namely expansion moves and swap moves. These moves can simultaneously change the labels of arbitrarily large sets of pixels. In contrast, many standard algorithms (including simulated annealing) use small moves where only one pixel changes its label at a time. Our expansion algorithm finds a labeling within a known factor of the global minimum, while our swap algorithm handles more general energy functions. Both of these algorithms allow important cases of discontinuity preserving energies. We experimentally demonstrate the effectiveness of our approach for image restoration, stereo and motion. On real data with ground truth, we achieve 98 percent accuracy.