A Comparison of Cooling Schedules for Simulated Annealing

A Comparison of Cooling Schedules for Simulated Annealing

José Fernando Díaz Martín (University of Deusto, Spain) and Jesús M. Riaño Sierra (University of Deusto, Spain)
Copyright: © 2009 |Pages: 9
DOI: 10.4018/978-1-59904-849-9.ch053
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Abstract

Simulated annealing is one of the most important metaheuristics or general-purpose algorithms of combinatorial optimization, whose properties of convergence towards high quality solutions are well known, although with a high computational cost. Due to that, it has been produced a quite number of research works on the convergence speed of the algorithm, especially on the treatment of the temperature parameter, which is known as cooling schedule or strategy. In this article we make a comparative study of the performance of simulated annealing using the most important cooling strategies (Kirkpatrick, S., Gelatt, C.D. & Vecchi, M.P., 1983), (Dowsland, K.A., 2001), (Luke, B.T., 1995), (Locatelli, M., 2000). Two classical problems of combinatorial optimization are used in the practical analysis of the algorithm: the travelling salesman problem and the quadratic assignment problem.
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Introduction

Simulated annealing is one of the most important metaheuristics or general-purpose algorithms of combinatorial optimization, whose properties of convergence towards high quality solutions are well known, although with a high computational cost. Due to that, it has been produced a quite number of research works on the convergence speed of the algorithm, especially on the treatment of the temperature parameter, which is known as cooling schedule or strategy. In this article we make a comparative study of the performance of simulated annealing using the most important cooling strategies (Kirkpatrick, S., Gelatt, C.D. & Vecchi, M.P., 1983), (Dowsland, K.A., 2001), (Luke, B.T., 1995), (Locatelli, M., 2000). Two classical problems of combinatorial optimization are used in the practical analysis of the algorithm: the travelling salesman problem and the quadratic assignment problem.

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Background

The main aim of combinatorial optimization is the analysis and the algorithmic solving of constrained optimization problems with discrete variables. Problems that require algorithms of non-polynomial time complexity with respect to the problem size, called NP-complete problems, are the most important ones.

The general solving techniques of this type of problems belong to three different, but related, research fields. First, we can mention heuristic search algorithms, such as the deterministic algorithms of local search (Johnson, D.S., Papadimitriou, C.H. & Yannakakis, M., 1985), (Aarts, E.H.L. & Lenstra, J., 1997), the stochastic algorithm of simulated annealing (Kirkpatrick, S., Gelatt, C.D. & Vecchi, M.P., 1983), and the taboo search (Glover, F., 1986). A second kind of solving techniques are algorithms inspired in genetics and the evolution theory, such as genetic and evolutionary algorithms (Holland, J.H., 1973), (Goldberg, D.E., 1989), and memetic algorithms (Moscato, P., 1999). Finally, due to the collective computation properties of some neural models, the area of artificial neural networks has contributed a third approach, although possibly not so relevant as the former ones, to the combinatorial optimization problem solving with the Hopfield nets (Hopfield, J.J. & Tank, D., 1985), the Boltzmann machine (Aarts, E.H.L. & Korst, J., 1989), and the self-organizing map (Kohonen, T., 1988).

Key Terms in this Chapter

Genetic and Evolutionary Algorithms: Genetic Algorithms (GAs) are approximate optimization algorithms inspired on genetics and the evolution theory. The search space of solutions is seen as a set of organisms grouped into populations that evolve in time by means of two basic techniques, crossover and mutation. Evolutionary Algorithms (EAs) are especial genetic algorithms that only use mutation as organism generation technique

Simulated Annealing: Simulated Annealing (SA) is a variant of the metaheuristic of local search that incorporates a stochastic criterion of acceptance of worse quality solutions, in order to prevent the algorithm from being prematurely trapped in local optima

Combinatorial Optimization: Area of the optimization theory whose main aim is the analysis and the algorithmic solving of constrained optimization problems with discrete variables.

Memetic Algorithms: Memetic Algorithms (MAs) are optimization techniques based on the synergistic combination of ideas taken from other two metaheuristics, genetic algorithms and local search

Cooling Schedule: Temperature control method in the simulated annealing algorithm. It must specify the initial temperature T0, the finite sequence of decreasing values of temperature, and the finite number L of state transitions for each temperature value

Taboo Search: Taboo Search (TS) is a metaheuristic superimposed on another heuristic (usually local search or simulated annealing) whose aim is to avoid search cycles by forbidding or penalizing moves which take the solution to points previously visited in the solution space.

Local Search: Local search (LS) is a metaheuristic or general class of approximate optimization algorithms, based on the deterministic heuristic search technique called hill-climbing

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