SLIDE 3 3 ESII: SimAnneal
Basic idea of SA Basic idea of SA
Simulates the annealing process of steel: Simulates the annealing process of steel: A t l l d A t l l d l l l l l tti it lf t bt i l l tti it lf t bt i l As steel cools down As steel cools down slowly slowly, lattice arranges itself to obtain lower , lattice arranges itself to obtain lower energy states (= better solution) energy states (= better solution) If temperature decrease is too fast, lattice order is If temperature decrease is too fast, lattice order is frozen frozen in a high in a high-
, p , g energy state (= bad solution) energy state (= bad solution) Therefore: cooling process i.e. temperature T needs to be Therefore: cooling process i.e. temperature T needs to be controlled controlled -> cooling schedule > cooling schedule controlled controlled -> cooling schedule > cooling schedule If a solution ‘a’ is worse than a solution ‘b’, accept a with probability If a solution ‘a’ is worse than a solution ‘b’, accept a with probability
e-[E(S1)
[E(S1)-
E(S2)]/(kb x T) – the metropolis condition
the metropolis condition p In the beginning (high temperature T) worse solutions are more In the beginning (high temperature T) worse solutions are more likely to get accepted; at the end (low T) it is less likely likely to get accepted; at the end (low T) it is less likely SA for optimization developed by Kirkpatrick/ SA for optimization developed by Kirkpatrick/Gelatt/Vecchi Gelatt/Vecchi (IBM) (IBM) When decreasing T infinitely slow, it can be shown that SA always finds When decreasing T infinitely slow, it can be shown that SA always finds the best solution the best solution
- J. Henkel, M. Shafique, KIT, WS1011
http://ces.itec.kit.edu
the best solution the best solution