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Simulated annealing

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analogous of the "specific heat" curve of the "threshold updating" annealing originating from their study that "the stochasticity of the Metropolis updating in the simulated annealing algorithm does not play a major role in the search of near-optimal minima". Instead, they proposed that "the smoothening of the cost function landscape at high temperature and the gradual definition of the minima during the cooling process are the fundamental ingredients for the success of simulated annealing." The method subsequently popularized under the denomination of "threshold accepting" due to Dueck and Scheuer's denomination. In 2001, Franz, Hoffmann and Salamon showed that the deterministic update strategy is indeed the optimal one within the large class of algorithms that simulate a random walk on the cost/energy landscape.
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simulated annealing algorithms work as follows. The temperature progressively decreases from an initial positive value to zero. At each time step, the algorithm randomly selects a solution close to the current one, measures its quality, and moves to it according to the temperature-dependent probabilities of selecting better or worse solutions, which during the search respectively remain at 1 (or positive) and decrease toward zero.
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These moves usually result in minimal alterations of the last state, in an attempt to progressively improve the solution through iteratively improving its parts (such as the city connections in the traveling salesman problem). It is even better to reverse the order of an interval of cities. This is a smaller move since swapping two cities can be achieved by twice reversing an interval.
2552:ā€”the time one must wait for the equilibrium to be restored after a change in temperatureā€”strongly depends on the "topography" of the energy function and on the current temperature. In the simulated annealing algorithm, the relaxation time also depends on the candidate generator, in a very complicated way. Note that all these parameters are usually provided as 1995:
In 1990, Moscato and Fontanari, and independently Dueck and Scheuer, proposed that a deterministic update (i.e. one that is not based on the probabilistic acceptance rule) could speed-up the optimization process without impacting on the final quality. Moscato and Fontanari conclude from observing the
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function is that it must provide a sufficiently short path on this graph from the initial state to any state which may be the global optimum – the diameter of the search graph must be small. In the traveling salesman example above, for instance, the search space for n = 20 cities has
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search for solutions by employing a set of agents that both cooperate and compete in the process; sometimes the agents' strategies involve simulated annealing procedures for obtaining high-quality solutions before recombining them. Annealing has also been suggested as a mechanism for increasing the
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maintain a pool of solutions rather than just one. New candidate solutions are generated not only by "mutation" (as in SA), but also by "recombination" of two solutions from the pool. Probabilistic criteria, similar to those used in SA, are used to select the candidates for mutation or combination,
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of the cities to be visited, and the neighbors of any state are the set of permutations produced by swapping any two of these cities. The well-defined way in which the states are altered to produce neighboring states is called a "move", and different moves give different sets of neighboring states.
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This notion of slow cooling implemented in the simulated annealing algorithm is interpreted as a slow decrease in the probability of accepting worse solutions as the solution space is explored. Accepting worse solutions allows for a more extensive search for the global optimal solution. In general,
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As a rule, it is impossible to design a candidate generator that will satisfy this goal and also prioritize candidates with similar energy. On the other hand, one can often vastly improve the efficiency of simulated annealing by relatively simple changes to the generator. In the traveling salesman
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The name and inspiration of the algorithm demand an interesting feature related to the temperature variation to be embedded in the operational characteristics of the algorithm. This necessitates a gradual reduction of the temperature as the simulation proceeds. The algorithm starts initially with
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and perhaps restart the annealing schedule. The decision to restart could be based on several criteria. Notable among these include restarting based on a fixed number of steps, based on whether the current energy is too high compared to the best energy obtained so far, restarting randomly, etc.
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function, which is analogous to the proposal distribution in Metropolisā€“Hastings, is not symmetric, or not probabilistic at all. As a result, the transition probabilities of the simulated annealing algorithm do not correspond to the transitions of the analogous physical system, and the long-term
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towards the end of the allotted time budget. In this way, the system is expected to wander initially towards a broad region of the search space containing good solutions, ignoring small features of the energy function; then drift towards low-energy regions that become narrower and narrower, and
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algorithms address this problem by connecting the cooling schedule to the search progress. Other adaptive approaches such as Thermodynamic Simulated Annealing, automatically adjusts the temperature at each step based on the energy difference between the two states, according to the laws of
2008:, one must consider that after a few iterations of the simulated annealing algorithm, the current state is expected to have much lower energy than a random state. Therefore, as a general rule, one should skew the generator towards candidate moves where the energy of the destination state 1991:
need not bear any resemblance to the thermodynamic equilibrium distribution over states of that physical system, at any temperature. Nevertheless, most descriptions of simulated annealing assume the original acceptance function, which is probably hard-coded in many implementations of SA.
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basins" of the energy function may trap the simulated annealing algorithm with high probability (roughly proportional to the number of states in the basin) and for a very long time (roughly exponential on the energy difference between the surrounding states and the bottom of the basin).
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Similar techniques have been independently introduced on several occasions, including Pincus (1970), Khachaturyan et al (1979, 1981), Kirkpatrick, Gelatt and Vecchi (1983), and Cerny (1985). In 1983, this approach was used by Kirkpatrick, Gelatt Jr., Vecchi, for a solution of the
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use the neighbors of a solution as a way to explore the solution space, and although they prefer better neighbors, they also accept worse neighbors in order to avoid getting stuck in local optima; they can find the global optimum if run for a long enough amount of time.
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cities is far more likely to increase its length than to decrease it. Thus, the consecutive-swap neighbor generator is expected to perform better than the arbitrary-swap one, even though the latter could provide a somewhat shorter path to the optimum (with
357:. These probabilities ultimately lead the system to move to states of lower energy. Typically this step is repeated until the system reaches a state that is good enough for the application, or until a given computation budget has been exhausted. 1209:
to attract at short range and repel at a slightly larger distance. The elementary moves swap two adjacent pixels. These images were obtained with a fast cooling schedule (left) and a slow cooling schedule (right), producing results similar to
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focuses on combining machine learning with optimization, by adding an internal feedback loop to self-tune the free parameters of an algorithm to the characteristics of the problem, of the instance, and of the local situation around the current
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solution approaches 1 as the annealing schedule is extended. This theoretical result, however, is not particularly helpful, since the time required to ensure a significant probability of success will usually exceed the time required for a
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normally moves to neighbouring states of lower energy, but will take uphill moves when it finds itself stuck in a local minimum; and avoids cycles by keeping a "taboo list" of solutions already seen.
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Simulated annealing may be modeled as a random walk on a search graph, whose vertices are all possible states, and whose edges are the candidate moves. An essential requirement for the
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Optimization of a solution involves evaluating the neighbors of a state of the problem, which are new states produced through conservatively altering a given state. For example, in the
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is an algorithm modeled on swarm intelligence that finds a solution to an optimization problem in a search space, or models and predicts social behavior in the presence of objectives.
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Metropolis, Nicholas; Rosenbluth, Arianna W.; Rosenbluth, Marshall N.; Teller, Augusta H.; Teller, Edward (1953). "Equation of State Calculations by Fast Computing Machines".
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The physical analogy that is used to justify simulated annealing assumes that the cooling rate is low enough for the probability distribution of the current state to be near
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one must also try to reduce the number of "deep" local minimaā€”states (or sets of connected states) that have much lower energy than all its neighboring states. Such "closed
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is a family of algorithms and processes (to which simulated annealing belongs) that mediate between local and global search by exploiting phase changes in the search space.
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increasesā€”that is, small uphill moves are more likely than large ones. However, this requirement is not strictly necessary, provided that the above requirements are met.
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V.Vassilev, A.Prahova: "The Use of Simulated Annealing in the Control of Flexible Manufacturing Systems", International Journal INFORMATION THEORIES & APPLICATIONS,
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attempts to overcome the increasing difficulty simulated annealing runs have in escaping from local minima as the temperature decreases, by 'tunneling' through barriers.
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Moscato, Pablo (June 1993). "An introduction to population approaches for optimization and hierarchical objective functions: A discussion on the role of tabu search".
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lie in different "deep basins" if the generator performs only random pair-swaps; but they will be in the same basin if the generator performs random segment-flips.
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In order to apply the simulated annealing method to a specific problem, one must specify the following parameters: the state space, the energy (goal) function
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to the simulated annealing algorithm. Therefore, the ideal cooling rate cannot be determined beforehand and should be empirically adjusted for each problem.
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Sometimes it is better to move back to a solution that was significantly better rather than always moving from the current state. This process is called
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Khachaturyan, A.: Semenovskaya, S.: Vainshtein B., Armen (1979). "Statistical-Thermodynamic Approach to Determination of Structure Amplitude Phases".
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Ars Technica discusses the possibility that the D-Wave computer being used by Google may, in fact, be an efficient simulated annealing co-processor.
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Simulated annealing searching for a maximum. The objective here is to get to the highest point. In this example, it is not enough to use a simple
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Khachaturyan, A.; Semenovskaya, S.; Vainshtein, B. (1979). "Statistical-Thermodynamic Approach to Determination of Structure Amplitude Phases".
3730: 3843: 863:, the system will then increasingly favor moves that go "downhill" (i.e., to lower energy values), and avoid those that go "uphill." With 3301:
Dueck, G.; Scheuer, T. (1990), "Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing",
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Pincus, Martin (Novā€“Dec 1970). "A Monte-Carlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems".
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of the search graph, the transition probability is defined as the probability that the simulated annealing algorithm will move to state
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function that swaps two random cities, where the probability of choosing a city-pair vanishes as their distance increases beyond
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otherwise. This formula was superficially justified by analogy with the transitions of a physical system; it corresponds to the
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Example illustrating the effect of cooling schedule on the performance of simulated annealing. The problem is to rearrange the
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Khachaturyan, A.; Semenovskaya, S.; Vainshtein, B. (1981). "The Thermodynamic Approach to the Structure Analysis of Crystals".
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Moscato, P. (1989). "On Evolution, Search, Optimization, Genetic Algorithms and Martial Arts: Towards Memetic Algorithms".
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optimization algorithm for solving unimodal and multimodal problems inspired by the runners and roots of plants in nature.
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uses "quantum fluctuations" instead of thermal fluctuations to get through high but thin barriers in the target function.
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ones; however, the former are usually much less common than the latter, so the heuristic is generally quite effective.
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The following pseudocode presents the simulated annealing heuristic as described above. It starts from a state
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of the system with regard to its sensitivity to the variations of system energies. To be precise, for a large
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cities in a low-energy tour is expected to have a modest effect on its energy (length); whereas swapping two
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To investigate the behavior of simulated annealing on a particular problem, it can be useful to consider the
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Deb, Bandyopadhyay (June 2008). "A Simulated Annealing-Based Multiobjective Optimization Algorithm: AMOSA".
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De Vicente, Juan; Lanchares, Juan; Hermida, RomƔn (2003). "Placement by thermodynamic simulated annealing".
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Weinberger, E. (1990). "Correlated and uncorrelated fitness landscapes and how to tell the difference".
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that result from the various design choices made in the implementation of the algorithm. For each edge
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n! = 2,432,902,008,176,640,000 (2.4 quintillion) states; yet the number of neighbors of each vertex is
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For any given finite problem, the probability that the simulated annealing algorithm terminates with a
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Moscato, P.; Fontanari, J.F. (1990), "Stochastic versus deterministic update in simulated annealing",
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mimics musicians in improvisation where each musician plays a note to find the best harmony together.
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function is usually chosen so that the probability of accepting a move decreases when the difference
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Granville, V.; Krivanek, M.; Rasson, J.-P. (1994). "Simulated annealing: A proof of convergence".
2663:(ACO) uses many ants (or agents) to traverse the solution space and find locally productive areas. 3838: 3807: 3343:
Franz, A.; Hoffmann, K.H.; Salamon, P (2001), "Best optimal strategy for finding ground states",
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is sensitive to coarser energy variations, while it is sensitive to finer energy variations when
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Kirkpatrick, S.; Gelatt Jr, C. D.; Vecchi, M. P. (1983). "Optimization by Simulated Annealing".
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A Javascript app that allows you to experiment with simulated annealing. Source code included.
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is an umbrella set of methods that includes simulated annealing and numerous other approaches.
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A more precise statement of the heuristic is that one should try the first candidate states
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In the formulation of the method by Kirkpatrick et al., the acceptance probability function
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Simulated annealing can be used to solve combinatorial problems. Here it is applied to the
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Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay (2006). "Sequential Monte Carlo samplers".
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for many problems and adjust the other two functions according to the specific problem.
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set to a high value (or infinity), and then it is decreased at each step following some
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is partially redundant. In practice, it's common to use the same acceptance function
3667: 3655: 3591: 3435: 3360: 3326: 3322: 3288: 3242: 3172: 3133: 3032: 2968: 2958: 2788: 2705:(IWD) which mimics the behavior of natural water drops to solve optimization problems 2609: 1215: 3528: 3478: 3443: 3233:, vol. 1996, Berlin, Heidelberg: Springer Berlin Heidelberg, pp. 175ā€“180, 3645: 3637: 3601: 3562: 3516: 3466: 3431: 3398: 3394: 3352: 3318: 3284: 3234: 3207: 3184: 3164: 3121: 3094: 3016: 2919: 2847: 2496:
by flipping (reversing the order of) a set of consecutive cities. In this example,
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At each step, the simulated annealing heuristic considers some neighboring state
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Travelling salesman problem in 3D for 120 points solved with simulated annealing.
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of the system in that state. The goal is to bring the system, from an arbitrary
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A Simulated Annealing-Based Multiobjective Optimization Algorithm: AMOSA.
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An open-source MATLAB program for general simulated annealing exercises.
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or less. Thus, in the traveling salesman example above, one could use a
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In the original description of simulated annealing, the probability
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and to a positive value otherwise. For sufficiently small values of
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In the traveling salesman problem above, for example, swapping two
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edges (coming from n choose 20), and the diameter of the graph is
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to generate sample states of a thermodynamic system, published by
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Multi-objective simulated annealing algorithms have been used in
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is optimal, (2) every sequence of city-pair swaps that converts
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Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007).
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plays a crucial role in controlling the evolution of the state
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to minimize the length of a route that connects all 125 points.
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Lecture Note in Physics, Vol. 679, Springer, Heidelberg (2005)
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IEEE Transactions on Pattern Analysis and Machine Intelligence
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is a simulation of model copies at different temperatures (or
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should generate a randomly chosen neighbour of a given state
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Google in superposition of using, not using quantum computer
3227:"A Note on the Finite Time Behaviour of Simulated Annealing" 2657:
digressively "smooths" the target function while optimizing.
247:. They also proposed its current name, simulated annealing. 2898:
Khachaturyan, A.; Semenovskaya, S.; Vainshtein, B. (1981).
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goes through tours that are much longer than both, and (3)
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problem, for instance, it is not hard to exhibit two tours
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is likely to be similar to that of the current state. This
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of the two states, and on a global time-varying parameter
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The problems solved by SA are currently formulated by an
617:{\displaystyle e_{\mathrm {new} }=E(s_{\mathrm {new} })} 254:
The simulation can be performed either by a solution of
3197: 2957:. Aarts, E. H. L. (Emile H. L.). Dordrecht: D. Reidel. 3590:(3rd ed.). New York: Cambridge University Press. 1249:ā€”which may be specified by the user but must end with 16:
Probabilistic optimization technique and metaheuristic
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Journal of the Operations Research Society of America
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function, and on the acceptance probability function
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sampling method. The method is an adaptation of the
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Quantum Annealing and Related Optimization Methods,
56:. Unsourced material may be challenged and removed. 3588:Numerical Recipes: The Art of Scientific Computing 3414:Journal of the Royal Statistical Society, Series B 2954:Simulated annealing : theory and applications 2644:and for discarding excess solutions from the pool. 2528: 2508: 2488: 2468: 2448: 2428: 2408: 2388: 2368: 2327: 2303: 2283: 2234: 2214: 2150: 2122: 2079: 2025: 1983: 1954: 1894: 1863: 1790: 1728: 1708: 1683: 1634: 1608: 1354:of the time budget that has been expended so far. 1267: 1237: 1152: 1132: 1112: 1092: 1072: 1049: 1008: 985: 944: 881: 855: 835: 794: 738: 715: 695: 660: 636: 616: 551: 516: 457: 422: 2222:is large. For the "standard" acceptance function 1999: 1971:distribution of states at a constant temperature 3830: 3266: 1342:. The annealing schedule is defined by the call 1322:steps have been taken. In the process, the call 3114:Journal of Optimization Theory and Applications 1798:, because the candidates are tested serially.) 313:, to a state with the minimum possible energy. 2951:Laarhoven, P. J. M. van (Peter J. M.) (1987). 1523: 1338:should pick and return a value in the range , 3731: 3509:IEEE Transactions on Evolutionary Computation 3224: 1801: 893:, which makes only the downhill transitions. 3615: 3584:"Section 10.12. Simulated Annealing Methods" 3485: 3300: 2936:: CS1 maint: multiple names: authors list ( 2883:: CS1 maint: multiple names: authors list ( 389:, while the actual best solution would be a 2573:of simulated annealing. To do this we set 2396:, with nearly equal lengths, such that (1) 1748:. (Note that the transition probability is 1645: 1495: 401: 360: 349:decides between moving the system to state 3738: 3724: 3552: 3699:Self-Guided Lesson on Simulated Annealing 3649: 3425: 3225:Nolte, Andreas; Schrader, Rainer (1997), 3010: 2600:Interacting Metropolisā€“Hasting algorithms 1163: 945:{\displaystyle P(e,e_{\mathrm {new} },T)} 795:{\displaystyle P(e,e_{\mathrm {new} },T)} 517:{\displaystyle P(e,e_{\mathrm {new} },T)} 116:Learn how and when to remove this message 1201:of an image so as to minimize a certain 1060:Given these properties, the temperature 315: 141: 129: 3686:"General Simulated Annealing Algorithm" 3491: 3456: 1276:finally move downhill according to the 986:{\displaystyle e_{\mathrm {new} }<e} 836:{\displaystyle e_{\mathrm {new} }>e} 305:) to be minimized, is analogous to the 3831: 3494:Caltech Concurrent Computation Program 2837: 2343:When choosing the candidate generator 2004:When choosing the candidate generator 1508:, the acceptance probability function 332: 235:of many variables, subject to several 3719: 3622:Molecular Phylogenetics and Evolution 3545:A. Das and B. K. Chakrabarti (Eds.), 3111: 2715:) to overcome the potential barriers. 369:each state is typically defined as a 212:The name of the algorithm comes from 3231:Operations Research Proceedings 1996 2984: 2982: 2338: 2037:(which is the main principle of the 1504:, the candidate generator procedure 1050:{\displaystyle e_{\mathrm {new} }-e} 54:adding citations to reliable sources 25: 3844:Optimization algorithms and methods 3616:Strobl, M.A.R.; Barker, D. (2016). 3506: 2539: 13: 3539: 3405: 3140: 2593: 2548:at all times. Unfortunately, the 1035: 1032: 1029: 971: 968: 965: 927: 924: 921: 821: 818: 815: 777: 774: 771: 696:{\displaystyle e_{\mathrm {new} }} 687: 684: 681: 605: 602: 599: 578: 575: 572: 499: 496: 493: 458:{\displaystyle s_{\mathrm {new} }} 449: 446: 443: 14: 3860: 3798:Infinite-dimensional optimization 3673: 3070: 3051: 2979: 2759:Intelligent water drops algorithm 2703:Intelligent water drops algorithm 1313:and continues until a maximum of 3436:10.1111/j.1467-9868.2006.00553.x 3303:Journal of Computational Physics 1184: 1172: 30: 3747:Major subfields of optimization 3500: 3450: 3370: 3336: 3294: 3260: 3218: 3191: 3149:The Journal of Chemical Physics 2344: 2312: 2215:{\displaystyle P(E(s),E(s'),T)} 2005: 1967: 1955:{\displaystyle \exp(-(e'-e)/T)} 1819: 1815: 1811: 1807: 1745: 1741: 1737: 1529: 1517: 1513: 1509: 1505: 1501: 1205:function, which causes similar 746:tends to zero, the probability 524:, that depends on the energies 467:acceptance probability function 41:needs additional citations for 3399:10.1016/j.physleta.2003.08.070 3105: 2944: 2891: 2867:Soviet Physics Crystallography 2858: 2831: 2815:"What is Simulated Annealing?" 2807: 2774:Multidisciplinary optimization 2278: 2272: 2263: 2252: 2209: 2200: 2189: 2180: 2174: 2168: 2109: 2097: 2000:Efficient candidate generation 1949: 1938: 1921: 1915: 1858: 1835: 1785: 1762: 1678: 1661: 1591: 1579: 939: 906: 789: 756: 611: 590: 546: 540: 511: 478: 406:The probability of making the 191:boolean satisfiability problem 1: 3459:Annals of Operations Research 2800: 2754:Graph cuts in computer vision 2039:Metropolisā€“Hastings algorithm 1964:Metropolisā€“Hastings algorithm 1512:, and the annealing schedule 1299: 889:the procedure reduces to the 268:Metropolisā€“Hastings algorithm 260:probability density functions 3323:10.1016/0021-9991(90)90201-B 3289:10.1016/0375-9601(90)90166-L 3239:10.1007/978-3-642-60744-8_32 3021:10.1126/science.220.4598.671 2734:Adaptive simulated annealing 2720:multi-objective optimization 2634:Reactive search optimization 2558:Adaptive simulated annealing 195:protein structure prediction 7: 3813:Multiobjective optimization 3642:10.1016/j.ympev.2016.05.001 3357:10.1103/PhysRevLett.86.5219 2779:Particle swarm optimization 2726: 2686:Particle swarm optimization 2564: 2045:candidate moves as well as 1524:Sufficiently near neighbour 668:must be positive even when 281: 136:travelling salesman problem 10: 3865: 3793:Combinatorial optimization 2794:Traveling salesman problem 2744:Combinatorial optimization 2284:{\displaystyle E(s')-E(s)} 1716:when its current state is 367:traveling salesman problem 245:traveling salesman problem 187:traveling salesman problem 21:Annealing (disambiguation) 18: 3753: 3099:10.1107/S0567739481001630 3060:Sov.Phys. Crystallography 2924:10.1107/S0567739481001630 2739:Automatic label placement 2546:thermodynamic equilibrium 1864:{\displaystyle P(e,e',T)} 1791:{\displaystyle P(e,e',T)} 1418:Pick a random neighbour, 430:to a candidate new state 393:that could be different. 222:thermodynamic free energy 3521:10.1109/TEVC.2007.900837 2651:diversity of the search. 2476:can be transformed into 2123:{\displaystyle n(n-1)/2} 1802:Acceptance probabilities 1652:transition probabilities 1646:Transition probabilities 1516:AND initial temperature 1496:Selecting the parameters 1485:Output: the final state 402:Acceptance probabilities 361:The neighbors of a state 237:mathematical constraints 169:. Specifically, it is a 3808:Constraint satisfaction 3345:Physical Review Letters 2680:Stochastic optimization 2661:Ant colony optimization 1895:{\displaystyle e'<e} 410:from the current state 214:annealing in metallurgy 159:probabilistic technique 3783:Stochastic programming 3763:Fractional programming 3701:A Wikiversity project. 3555:Biological Cybernetics 3079:Acta Crystallographica 2904:Acta Crystallographica 2852:10.1287/opre.18.6.1225 2655:Graduated optimization 2604:sequential Monte Carlo 2530: 2510: 2490: 2470: 2450: 2430: 2410: 2390: 2370: 2329: 2305: 2285: 2236: 2216: 2152: 2124: 2081: 2027: 1985: 1956: 1896: 1865: 1792: 1730: 1710: 1685: 1684:{\displaystyle (s,s')} 1636: 1610: 1566: 1269: 1239: 1164:The annealing schedule 1154: 1134: 1114: 1094: 1074: 1051: 1010: 987: 946: 883: 857: 837: 796: 740: 717: 697: 662: 638: 618: 553: 552:{\displaystyle e=E(s)} 518: 459: 424: 329: 161:for approximating the 147: 139: 3778:Nonlinear programming 3773:Quadratic programming 2693:runner-root algorithm 2531: 2511: 2491: 2471: 2451: 2431: 2411: 2391: 2371: 2330: 2306: 2286: 2242:above, it means that 2237: 2217: 2153: 2125: 2082: 2028: 1986: 1957: 1897: 1866: 1806:The specification of 1793: 1731: 1711: 1686: 1637: 1611: 1540: 1270: 1240: 1155: 1135: 1115: 1095: 1075: 1052: 1011: 988: 947: 884: 858: 838: 802:must tend to zero if 797: 741: 718: 698: 663: 639: 619: 554: 519: 460: 425: 341:of the current state 319: 145: 133: 65:"Simulated annealing" 2749:Dual-phase evolution 2668:cross-entropy method 2628:Dual-phase evolution 2616:Stochastic tunneling 2520: 2500: 2480: 2460: 2440: 2420: 2400: 2380: 2360: 2319: 2295: 2246: 2226: 2162: 2137: 2091: 2065: 2012: 1975: 1906: 1875: 1871:was defined as 1 if 1829: 1756: 1720: 1695: 1658: 1620: 1537: 1253: 1229: 1144: 1124: 1104: 1084: 1064: 1020: 1000: 956: 952:was equal to 1 when 900: 867: 847: 806: 750: 730: 707: 672: 652: 628: 563: 528: 472: 434: 414: 353:or staying in state 324:, as there are many 322:hill climb algorithm 183:optimization problem 50:improve this article 19:For other uses, see 3849:Monte Carlo methods 3818:Simulated annealing 3788:Robust optimization 3768:Integer programming 3680:Simulated Annealing 3634:2016MolPE.101...46S 3391:2003PhLA..317..415D 3315:1990JCoPh..90..161D 3281:1990PhLA..146..204M 3161:1953JChPh..21.1087M 3091:1981AcCrA..37..742K 3003:1983Sci...220..671K 2916:1981AcCrA..37..742K 2554:black box functions 2291:is on the order of 2080:{\displaystyle n-1} 2041:) tends to exclude 1635:{\displaystyle n-1} 1399:ā† temperature( 1 - 1340:uniformly at random 1268:{\displaystyle T=0} 1120:, the evolution of 882:{\displaystyle T=0} 465:is specified by an 333:The basic iteration 297:, and the function 218:physical properties 199:job-shop scheduling 175:global optimization 151:Simulated annealing 3758:Convex programming 3691:2008-09-23 at the 3567:10.1007/BF00202749 3471:10.1007/BF02022564 3126:10.1007/BF00940812 2769:Molecular dynamics 2709:Parallel tempering 2648:Memetic algorithms 2641:Genetic algorithms 2526: 2506: 2486: 2466: 2446: 2426: 2406: 2386: 2366: 2325: 2301: 2281: 2232: 2212: 2151:{\displaystyle s'} 2148: 2120: 2087:swaps, instead of 2077: 2026:{\displaystyle s'} 2023: 1981: 1952: 1892: 1861: 1788: 1726: 1709:{\displaystyle s'} 1706: 1681: 1632: 1606: 1265: 1247:annealing schedule 1235: 1216:crystalline solids 1150: 1130: 1110: 1090: 1070: 1047: 1006: 983: 942: 879: 853: 833: 792: 736: 713: 693: 658: 634: 614: 549: 514: 455: 420: 330: 272:Monte Carlo method 233:objective function 148: 140: 3826: 3825: 3597:978-0-521-88068-8 3379:Physics Letters A 3269:Physics Letters A 3248:978-3-540-62630-5 3212:10.1109/34.295910 3169:10.1063/1.1699114 2997:(4598): 671ā€“680. 2789:Quantum annealing 2610:Quantum annealing 2529:{\displaystyle B} 2509:{\displaystyle A} 2489:{\displaystyle B} 2469:{\displaystyle A} 2449:{\displaystyle B} 2429:{\displaystyle A} 2409:{\displaystyle A} 2389:{\displaystyle B} 2369:{\displaystyle A} 2339:Barrier avoidance 2328:{\displaystyle T} 2304:{\displaystyle T} 2235:{\displaystyle P} 1984:{\displaystyle T} 1729:{\displaystyle s} 1598: 1238:{\displaystyle T} 1153:{\displaystyle T} 1133:{\displaystyle s} 1113:{\displaystyle T} 1093:{\displaystyle s} 1073:{\displaystyle T} 1009:{\displaystyle P} 856:{\displaystyle T} 739:{\displaystyle T} 716:{\displaystyle e} 661:{\displaystyle P} 637:{\displaystyle T} 423:{\displaystyle s} 347:probabilistically 256:kinetic equations 126: 125: 118: 100: 3856: 3740: 3733: 3726: 3717: 3716: 3663: 3653: 3612: 3610: 3609: 3600:. Archived from 3578: 3533: 3532: 3504: 3498: 3497: 3489: 3483: 3482: 3454: 3448: 3447: 3429: 3427:cond-mat/0212648 3409: 3403: 3402: 3385:(5ā€“6): 415ā€“423. 3374: 3368: 3367: 3351:(3): 5219ā€“5222, 3340: 3334: 3333: 3298: 3292: 3291: 3264: 3258: 3257: 3256: 3255: 3222: 3216: 3215: 3195: 3189: 3188: 3144: 3138: 3137: 3109: 3103: 3102: 3085:(A37): 742ā€“754. 3074: 3068: 3067: 3055: 3049: 3048: 3014: 2986: 2977: 2976: 2948: 2942: 2941: 2935: 2927: 2895: 2889: 2888: 2882: 2874: 2862: 2856: 2855: 2835: 2829: 2828: 2826: 2825: 2811: 2588: 2584: 2580: 2576: 2561:thermodynamics. 2540:Cooling schedule 2535: 2533: 2532: 2527: 2515: 2513: 2512: 2507: 2495: 2493: 2492: 2487: 2475: 2473: 2472: 2467: 2455: 2453: 2452: 2447: 2435: 2433: 2432: 2427: 2415: 2413: 2412: 2407: 2395: 2393: 2392: 2387: 2375: 2373: 2372: 2367: 2346: 2334: 2332: 2331: 2326: 2314: 2310: 2308: 2307: 2302: 2290: 2288: 2287: 2282: 2262: 2241: 2239: 2238: 2233: 2221: 2219: 2218: 2213: 2199: 2157: 2155: 2154: 2149: 2147: 2129: 2127: 2126: 2121: 2116: 2086: 2084: 2083: 2078: 2032: 2030: 2029: 2024: 2022: 2007: 1990: 1988: 1987: 1982: 1969: 1961: 1959: 1958: 1953: 1945: 1931: 1901: 1899: 1898: 1893: 1885: 1870: 1868: 1867: 1862: 1851: 1821: 1817: 1813: 1809: 1797: 1795: 1794: 1789: 1778: 1747: 1743: 1739: 1735: 1733: 1732: 1727: 1715: 1713: 1712: 1707: 1705: 1690: 1688: 1687: 1682: 1677: 1641: 1639: 1638: 1633: 1615: 1613: 1612: 1607: 1599: 1594: 1574: 1565: 1554: 1531: 1519: 1515: 1511: 1507: 1503: 1488: 1478: 1463: 1462:) ā‰„ random(0, 1) 1431: 1415: 1391: 1382: 1373: 1353: 1349: 1337: 1333: 1329: 1321: 1312: 1278:steepest descent 1274: 1272: 1271: 1266: 1244: 1242: 1241: 1236: 1203:potential energy 1188: 1176: 1159: 1157: 1156: 1151: 1139: 1137: 1136: 1131: 1119: 1117: 1116: 1111: 1099: 1097: 1096: 1091: 1079: 1077: 1076: 1071: 1056: 1054: 1053: 1048: 1040: 1039: 1038: 1015: 1013: 1012: 1007: 992: 990: 989: 984: 976: 975: 974: 951: 949: 948: 943: 932: 931: 930: 891:greedy algorithm 888: 886: 885: 880: 862: 860: 859: 854: 842: 840: 839: 834: 826: 825: 824: 801: 799: 798: 793: 782: 781: 780: 745: 743: 742: 737: 722: 720: 719: 714: 703:is greater than 702: 700: 699: 694: 692: 691: 690: 667: 665: 664: 659: 643: 641: 640: 635: 623: 621: 620: 615: 610: 609: 608: 583: 582: 581: 558: 556: 555: 550: 523: 521: 520: 515: 504: 503: 502: 464: 462: 461: 456: 454: 453: 452: 429: 427: 426: 421: 295:physical systems 278:et al. in 1953. 262:, or by using a 207:branch and bound 203:gradient descent 121: 114: 110: 107: 101: 99: 58: 34: 26: 3864: 3863: 3859: 3858: 3857: 3855: 3854: 3853: 3829: 3828: 3827: 3822: 3749: 3744: 3693:Wayback Machine 3676: 3607: 3605: 3598: 3542: 3540:Further reading 3537: 3536: 3505: 3501: 3490: 3486: 3455: 3451: 3410: 3406: 3375: 3371: 3341: 3337: 3299: 3295: 3265: 3261: 3253: 3251: 3249: 3223: 3219: 3196: 3192: 3145: 3141: 3110: 3106: 3075: 3071: 3056: 3052: 3012:10.1.1.123.7607 2987: 2980: 2965: 2949: 2945: 2929: 2928: 2896: 2892: 2876: 2875: 2863: 2859: 2846:(6): 967ā€“1235. 2836: 2832: 2823: 2821: 2813: 2812: 2808: 2803: 2798: 2784:Place and route 2729: 2596: 2594:Related methods 2586: 2582: 2578: 2574: 2567: 2550:relaxation time 2542: 2521: 2518: 2517: 2501: 2498: 2497: 2481: 2478: 2477: 2461: 2458: 2457: 2441: 2438: 2437: 2421: 2418: 2417: 2401: 2398: 2397: 2381: 2378: 2377: 2361: 2358: 2357: 2341: 2320: 2317: 2316: 2296: 2293: 2292: 2255: 2247: 2244: 2243: 2227: 2224: 2223: 2192: 2163: 2160: 2159: 2140: 2138: 2135: 2134: 2112: 2092: 2089: 2088: 2066: 2063: 2062: 2015: 2013: 2010: 2009: 2002: 1976: 1973: 1972: 1941: 1924: 1907: 1904: 1903: 1878: 1876: 1873: 1872: 1844: 1830: 1827: 1826: 1804: 1771: 1757: 1754: 1753: 1721: 1718: 1717: 1698: 1696: 1693: 1692: 1670: 1659: 1656: 1655: 1648: 1621: 1618: 1617: 1575: 1573: 1555: 1544: 1538: 1535: 1534: 1526: 1498: 1493: 1492: 1491: 1486: 1477: 1467: 1457: 1435: 1425: 1419: 1413: 1395: 1390: 1384: 1377: 1372: 1362: 1351: 1343: 1335: 1331: 1323: 1320: 1314: 1311: 1305: 1302: 1290:complete search 1254: 1251: 1250: 1230: 1227: 1226: 1222: 1221: 1220: 1219: 1218:, respectively. 1194: 1193: 1192: 1189: 1181: 1180: 1177: 1166: 1145: 1142: 1141: 1125: 1122: 1121: 1105: 1102: 1101: 1085: 1082: 1081: 1065: 1062: 1061: 1028: 1027: 1023: 1021: 1018: 1017: 1001: 998: 997: 964: 963: 959: 957: 954: 953: 920: 919: 915: 901: 898: 897: 868: 865: 864: 848: 845: 844: 814: 813: 809: 807: 804: 803: 770: 769: 765: 751: 748: 747: 731: 728: 727: 708: 705: 704: 680: 679: 675: 673: 670: 669: 653: 650: 649: 629: 626: 625: 598: 597: 593: 571: 570: 566: 564: 561: 560: 529: 526: 525: 492: 491: 487: 473: 470: 469: 442: 441: 437: 435: 432: 431: 415: 412: 411: 404: 363: 335: 307:internal energy 284: 173:to approximate 122: 111: 105: 102: 59: 57: 47: 35: 24: 17: 12: 11: 5: 3862: 3852: 3851: 3846: 3841: 3839:Metaheuristics 3824: 3823: 3821: 3820: 3815: 3810: 3805: 3803:Metaheuristics 3800: 3795: 3790: 3785: 3780: 3775: 3770: 3765: 3760: 3754: 3751: 3750: 3743: 3742: 3735: 3728: 3720: 3714: 3713: 3708: 3702: 3696: 3683: 3675: 3674:External links 3672: 3671: 3670: 3664: 3613: 3596: 3579: 3561:(5): 325ā€“336. 3550: 3541: 3538: 3535: 3534: 3515:(3): 269ā€“283. 3499: 3484: 3449: 3420:(3): 411ā€“436. 3404: 3369: 3335: 3309:(1): 161ā€“175, 3293: 3275:(4): 204ā€“208, 3259: 3247: 3217: 3206:(6): 652ā€“656. 3190: 3139: 3104: 3069: 3050: 2978: 2963: 2943: 2910:(5): 742ā€“754. 2890: 2857: 2830: 2819:www.cs.cmu.edu 2805: 2804: 2802: 2799: 2797: 2796: 2791: 2786: 2781: 2776: 2771: 2766: 2761: 2756: 2751: 2746: 2741: 2736: 2730: 2728: 2725: 2724: 2723: 2716: 2706: 2700: 2697:meta-heuristic 2689: 2683: 2677: 2674:Harmony search 2671: 2664: 2658: 2652: 2645: 2638: 2631: 2625: 2619: 2613: 2607: 2595: 2592: 2566: 2563: 2541: 2538: 2525: 2505: 2485: 2465: 2445: 2425: 2405: 2385: 2365: 2340: 2337: 2324: 2300: 2280: 2277: 2274: 2271: 2268: 2265: 2261: 2258: 2254: 2251: 2231: 2211: 2208: 2205: 2202: 2198: 2195: 2191: 2188: 2185: 2182: 2179: 2176: 2173: 2170: 2167: 2146: 2143: 2119: 2115: 2111: 2108: 2105: 2102: 2099: 2096: 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3496:(report 826). 3495: 3488: 3480: 3476: 3472: 3468: 3465:(2): 85ā€“121. 3464: 3460: 3453: 3445: 3441: 3437: 3433: 3428: 3423: 3419: 3415: 3408: 3400: 3396: 3392: 3388: 3384: 3380: 3373: 3366: 3362: 3358: 3354: 3350: 3346: 3339: 3332: 3328: 3324: 3320: 3316: 3312: 3308: 3304: 3297: 3290: 3286: 3282: 3278: 3274: 3270: 3263: 3250: 3244: 3240: 3236: 3232: 3228: 3221: 3213: 3209: 3205: 3201: 3194: 3186: 3182: 3178: 3174: 3170: 3166: 3162: 3158: 3154: 3150: 3143: 3135: 3131: 3127: 3123: 3119: 3115: 3108: 3100: 3096: 3092: 3088: 3084: 3080: 3073: 3066:(5): 519ā€“524. 3065: 3061: 3054: 3046: 3042: 3038: 3034: 3030: 3026: 3022: 3018: 3013: 3008: 3004: 3000: 2996: 2992: 2985: 2983: 2974: 2970: 2966: 2964:90-277-2513-6 2960: 2956: 2955: 2947: 2939: 2933: 2925: 2921: 2917: 2913: 2909: 2905: 2901: 2894: 2886: 2880: 2873:(5): 519ā€“524. 2872: 2868: 2861: 2853: 2849: 2845: 2841: 2834: 2820: 2816: 2810: 2806: 2795: 2792: 2790: 2787: 2785: 2782: 2780: 2777: 2775: 2772: 2770: 2767: 2765: 2762: 2760: 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1588: 1585: 1582: 1576: 1570: 1567: 1562: 1559: 1556: 1551: 1548: 1545: 1541: 1521: 1514:temperature() 1484: 1474: 1470: 1466: 1465: 1461: 1454: 1450: 1446: 1442: 1438: 1433: 1429: 1422: 1417: 1410: 1406: 1402: 1398: 1394: 1393: 1392:(exclusive): 1387: 1380: 1375: 1369: 1365: 1360: 1359: 1355: 1347: 1341: 1327: 1317: 1308: 1297: 1295: 1291: 1286: 1281: 1279: 1262: 1259: 1256: 1248: 1232: 1217: 1213: 1208: 1204: 1200: 1187: 1175: 1161: 1147: 1127: 1107: 1087: 1067: 1058: 1044: 1041: 1024: 1003: 994: 980: 977: 960: 936: 933: 916: 912: 909: 903: 894: 892: 876: 873: 870: 850: 830: 827: 810: 786: 783: 766: 762: 759: 753: 733: 724: 710: 676: 655: 647: 631: 594: 587: 584: 567: 543: 537: 534: 531: 508: 505: 488: 484: 481: 475: 468: 438: 417: 409: 399: 396: 392: 388: 387:local optimum 384: 383:hill climbing 380: 375: 372: 368: 358: 356: 352: 348: 344: 340: 327: 323: 318: 314: 312: 311:initial state 308: 304: 300: 296: 292: 289: 279: 277: 276:N. Metropolis 273: 269: 265: 261: 257: 252: 248: 246: 240: 238: 234: 229: 227: 223: 219: 215: 210: 208: 204: 200: 196: 192: 188: 184: 180: 176: 172: 171:metaheuristic 168: 164: 160: 156: 152: 144: 137: 132: 128: 120: 117: 109: 106:December 2009 98: 95: 91: 88: 84: 81: 77: 74: 70: 67: ā€“  66: 62: 61:Find sources: 55: 51: 45: 44: 39:This article 37: 33: 28: 27: 22: 3817: 3625: 3621: 3606:. Retrieved 3602:the original 3587: 3558: 3554: 3546: 3512: 3508: 3502: 3493: 3487: 3462: 3458: 3452: 3417: 3413: 3407: 3382: 3378: 3372: 3348: 3344: 3338: 3306: 3302: 3296: 3272: 3268: 3262: 3252:, retrieved 3230: 3220: 3203: 3199: 3193: 3152: 3148: 3142: 3117: 3113: 3107: 3082: 3078: 3072: 3063: 3059: 3053: 2994: 2990: 2953: 2946: 2932:cite journal 2907: 2903: 2893: 2879:cite journal 2870: 2866: 2860: 2843: 2839: 2833: 2822:. Retrieved 2818: 2809: 2764:Markov chain 2713:Hamiltonians 2570: 2568: 2549: 2543: 2354: 2342: 2132: 2057: 2053: 2051: 2046: 2042: 2003: 1994: 1824: 1805: 1749: 1651: 1649: 1527: 1499: 1472: 1468: 1459: 1452: 1448: 1444: 1440: 1436: 1427: 1426:ā† neighbour( 1420: 1408: 1404: 1400: 1396: 1385: 1378: 1367: 1363: 1345: 1344:temperature( 1336:random(0, 1) 1325: 1315: 1306: 1303: 1282: 1246: 1223: 1059: 995: 895: 725: 645: 466: 405: 376: 364: 354: 350: 342: 338: 336: 326:local maxima 310: 302: 298: 290: 285: 253: 249: 241: 230: 226:Gibbs energy 211: 179:search space 154: 150: 149: 127: 112: 103: 93: 86: 79: 72: 60: 48:Please help 43:verification 40: 3155:(6): 1087. 2695:(RRA) is a 2622:Tabu search 2345:neighbor () 2313:neighbor () 2054:consecutive 2006:neighbor () 1968:neighbor () 1808:neighbour() 1742:neighbor () 1530:neighbor () 1506:neighbor () 1334:; the call 1280:heuristic. 646:temperature 644:called the 371:permutation 177:in a large 165:of a given 3833:Categories 3608:2011-08-13 3254:2023-02-06 2824:2023-05-13 2801:References 2571:restarting 2158:for which 1324:neighbour( 1300:Pseudocode 1160:is small. 408:transition 379:heuristics 264:stochastic 76:newspapers 3628:: 46ā€“55. 3331:0021-9991 3134:122729427 3120:: 41ā€“51. 3007:CiteSeerX 2637:solution. 2349:catchment 2267:− 2104:− 2072:− 2058:arbitrary 2043:very good 2035:heuristic 1933:− 1919:− 1913:⁡ 1627:− 1586:− 1560:− 1542:∑ 1518:init_temp 1212:amorphous 1042:− 3689:Archived 3660:27150349 3529:12107321 3479:35382644 3444:12074789 3365:11384462 3037:17813860 2973:15548651 2727:See also 2602:(a.k.a. 2565:Restarts 2260:′ 2197:′ 2145:′ 2047:very bad 2020:′ 1929:′ 1883:′ 1849:′ 1776:′ 1703:′ 1675:′ 1383:through 293:of some 282:Overview 167:function 3651:4912009 3630:Bibcode 3387:Bibcode 3311:Bibcode 3277:Bibcode 3185:1046577 3177:4390578 3157:Bibcode 3087:Bibcode 3029:1690046 2999:Bibcode 2991:Science 2912:Bibcode 1752:simply 1292:of the 377:Simple 181:for an 157:) is a 90:scholar 3658:  3648:  3594:  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2827:. 2722:. 2579:e 2575:s 2524:B 2504:A 2484:B 2464:A 2444:B 2424:A 2404:A 2384:B 2364:A 2323:T 2299:T 2279:) 2276:s 2273:( 2270:E 2264:) 2257:s 2253:( 2250:E 2230:P 2210:) 2207:T 2204:, 2201:) 2194:s 2190:( 2187:E 2184:, 2181:) 2178:s 2175:( 2172:E 2169:( 2166:P 2142:s 2118:2 2114:/ 2110:) 2107:1 2101:n 2098:( 2095:n 2075:1 2069:n 2017:s 1979:T 1950:) 1947:T 1943:/ 1939:) 1936:e 1926:e 1922:( 1916:( 1890:e 1880:e 1859:) 1856:T 1853:, 1846:e 1842:, 1839:e 1836:( 1833:P 1786:) 1783:T 1780:, 1773:e 1769:, 1766:e 1763:( 1760:P 1724:s 1700:s 1679:) 1672:s 1668:, 1665:s 1662:( 1630:1 1624:n 1601:= 1596:2 1592:) 1589:1 1583:n 1580:( 1577:n 1571:= 1568:k 1563:1 1557:n 1552:1 1549:= 1546:k 1487:s 1473:s 1469:s 1460:T 1453:s 1451:( 1449:E 1445:s 1443:( 1441:E 1439:( 1437:P 1430:) 1428:s 1421:s 1414:) 1409:k 1407:/ 1405:) 1403:1 1397:T 1386:k 1379:k 1371:0 1368:s 1364:s 1352:r 1348:) 1346:r 1332:s 1328:) 1326:s 1316:k 1310:0 1307:s 1263:0 1260:= 1257:T 1233:T 1148:T 1128:s 1108:T 1088:s 1068:T 1045:e 1036:w 1033:e 1030:n 1025:e 1004:P 981:e 972:w 969:e 966:n 961:e 940:) 937:T 934:, 928:w 925:e 922:n 917:e 913:, 910:e 907:( 904:P 877:0 874:= 871:T 851:T 831:e 822:w 819:e 816:n 811:e 790:) 787:T 784:, 778:w 775:e 772:n 767:e 763:, 760:e 757:( 754:P 734:T 711:e 688:w 685:e 682:n 677:e 656:P 632:T 612:) 606:w 603:e 600:n 595:s 591:( 588:E 585:= 579:w 576:e 573:n 568:e 547:) 544:s 541:( 538:E 535:= 532:e 512:) 509:T 506:, 500:w 497:e 494:n 489:e 485:, 482:e 479:( 476:P 450:w 447:e 444:n 439:s 418:s 355:s 343:s 303:s 301:( 299:E 291:s 153:( 119:) 113:( 108:) 104:( 94:Ā· 87:Ā· 80:Ā· 73:Ā· 46:. 23:.

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travelling salesman problem

probabilistic technique
global optimum
function
metaheuristic
global optimization
search space
optimization problem
traveling salesman problem
boolean satisfiability problem
protein structure prediction
job-shop scheduling
gradient descent
branch and bound
annealing in metallurgy
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