Simulated annealing

About: Simulated annealing is a research topic. Over the lifetime, 21436 publications have been published within this topic receiving 563467 citations.

Simulated Annealing: Theory and Applications

Abstract: 1 Introduction.- 2 Simulated annealing.- 3 Asymptotic convergence results.- 4 The relation with statistical physics.- 5 Towards implementing the algorithm.- 6 Performance of the simulated annealing algorithm.- 7 Applications.- 8 Some miscellaneous topics.- 9 Summary and conclusions.

Evolutionary programming made faster

Abstract: Evolutionary programming (EP) has been applied with success to many numerical and combinatorial optimization problems in recent years. EP has rather slow convergence rates, however, on some function optimization problems. In the paper, a "fast EP" (FEP) is proposed which uses a Cauchy instead of Gaussian mutation as the primary search operator. The relationship between FEP and classical EP (CEP) is similar to that between fast simulated annealing and the classical version. Both analytical and empirical studies have been carried out to evaluate the performance of FEP and CEP for different function optimization problems. The paper shows that FEP is very good at search in a large neighborhood while CEP is better at search in a small local neighborhood. For a suite of 23 benchmark problems, FEP performs much better than CEP for multimodal functions with many local minima while being comparable to CEP in performance for unimodal and multimodal functions with only a few local minima. The paper also shows the relationship between the search step size and the probability of finding a global optimum and thus explains why FEP performs better than CEP on some functions but not on others. In addition, the importance of the neighborhood size and its relationship to the probability of finding a near-optimum is investigated. Based on these analyses, an improved FEP (IFEP) is proposed and tested empirically. This technique mixes different search operators (mutations). The experimental results show that IFEP performs better than or as well as the better of FEP and CEP for most benchmark problems tested.

Incorporating Non-local Information into Information Extraction Systems by Gibbs Sampling

Abstract: Most current statistical natural language processing models use only local features so as to permit dynamic programming in inference, but this makes them unable to fully account for the long distance structure that is prevalent in language use. We show how to solve this dilemma with Gibbs sampling, a simple Monte Carlo method used to perform approximate inference in factored probabilistic models. By using simulated annealing in place of Viterbi decoding in sequence models such as HMMs, CMMs, and CRFs, it is possible to incorporate non-local structure while preserving tractable inference. We use this technique to augment an existing CRF-based information extraction system with long-distance dependency models, enforcing label consistency and extraction template consistency constraints. This technique results in an error reduction of up to 9% over state-of-the-art systems on two established information extraction tasks.

Simulated Binary Crossover for Continuous Search Space.

Abstract: Abst ract . T he success of binary-coded gene t ic algorithms (GA s) in problems having discrete sear ch space largely depends on the coding used to represent the prob lem var iables and on the crossover ope ra tor that propagates buildin g blocks from parent strings to children st rings . In solving optimization problems having continuous search space, binary-coded GAs discr et ize the search space by using a coding of the problem var iables in binary strings. However , t he coding of realvalued vari ables in finit e-length st rings causes a number of difficulties: inability to achieve arbit rary pr ecision in the obtained solution , fixed mapping of problem var iab les, inh eren t Hamming cliff problem associated wit h binary coding, and processing of Holland 's schemata in cont inuous search space. Although a number of real-coded GAs are developed to solve optimization problems having a cont inuous search space, the search powers of these crossover operators are not adequate . In t his paper , t he search power of a crossover operator is defined in terms of the probability of creating an arbitrary child solut ion from a given pair of parent solutions . Motivated by the success of binarycoded GAs in discrete search space problems , we develop a real-coded crossover (which we call the simulated binar y crossover , or SBX) operator whose search power is similar to that of the single-point crossover used in binary-coded GAs . Simulation results on a nu mber of realvalued test problems of varying difficulty and dimensionality suggest t hat the real-cod ed GAs with the SBX operator ar e ab le to perfor m as good or bet ter than binary-cod ed GAs wit h the single-po int crossover. SBX is found to be particularly useful in problems having mult ip le optimal solutions with a narrow global basin an d in prob lems where the lower and upper bo unds of the global optimum are not known a priori. Further , a simulation on a two-var iable blocked function shows that the real-coded GA with SBX work s as suggested by Goldberg

Modern heuristic techniques for combinatorial problems

Abstract: Part 1 Introduction: combinatorial problems local and global optima heuristics. Part 2 Simulated annealing: the basic method enhancements and modifications applications conclusions. Part 3 Tabu search: the tabu framework broader aspects of intensification and diversification tabu search applications connections and conclusions. Part 4 Genetic algorithms: basic concepts a simple example extensions and modifications applications conclusions. Part 5 Artificial neural networks: neural networks combinatorial optimization problems the graph bisection problem the graph partition problem the travelling salesman problem scheduling problems deformable templates inequality constraints, the Knapsack problem summary. Part 6 Lagrangian relaxation: overview basic methodology Lagrangian heuristics and problem reduction determination of Lagrange multipliers dual ascent tree search applications conclusions. Part 7 Evaluation of heuristic performance: analytical methods empirical testing statistical inference conclusions.