SimulatedAnnealing(AInotes)-SchoolofComputerScience.docVIP

Simulated Annealing 1. What is Simulated Annealing? Simulated Annealing (SA) is motivated by an analogy to annealing in solids. The idea of SA comes from a paper published by Metropolis etc al in 1953 [Metropolis, 1953). The algorithm in this paper simulated the cooling of material in a heat bath. This is a process known as annealing. If you heat a solid past melting point and then cool it, the structural properties of the solid depend on the rate of cooling. If the liquid is cooled slowly enough, large crystals will be formed. However, if the liquid is cooled quickly (quenched) the crystals will contain imperfections. Metropolis’s algorithm simulated the material as a system of particles. The algorithm simulates the cooling process by gradually lowering the temperature of the system until it converges to a steady, frozen state. In 1982, Kirkpatrick et al (Kirkpatrick, 1983) took the idea of the Metropolis algorithm and applied it to optimisation problems. The idea is to use simulated annealing to search for feasible solutions and converge to an optimal solution. Simulated annealing is described in many textbooks. If you want an easy to follow description, I would recommend (Dowsland, 1995). Not only is the description good, but it contains many references for the interested student. Much of this text is based on (Dowsland, 1995). 2. Simulated Annealing versus Hill Climbing As we have seen in previous lectures, hill climbing suffers from problems in getting stuck at local minima (or maxima). We could try to overcome these problems by trying various techniques. We could try a hill climbing algorithm using different starting points. We could increase the size of the neighbourhood so that we consider more of the search space at each move. For example, we could try 3-opt, rather than a 2-opt move when implementing the TSP. Unfortunately, neither of these have proved satisfactory in practice when using a simple hill climbing algorithm. Simulated annealing solves this pr