Simulated Annealing

1. Physical Analogy

• Physical Annealing refers to the process of finding low energy states of a solid by
initially melting the substance, and then lowing the temperature slowly, spending a long
time at temperatures closely to the freezing point.
• In a liquid, the particles are arranged randomly.
• The ground state of the solid corresponds to the minimum energy configuration, will have
a particular structure, such as seen in a crystal.
• If the cooling is not done slowly, the resulting solid will be frozen into a metastable,
locally optimal structure, such as a glass or a crystal with several defects in the structure.
• The different states of the substance correspond to different feasible solutions to the
combinatorial optimization problem.
• Ground state = global optimal solutions
• Metastable = local optimal; feasible solutions
• The energy of the system corresponds to the function to be minimized.
2. Hill Climbing Search Strategy
3. Difficulty in Searching Local Optima

4. Simulated Annealing Flowchart

5. Algorithm :

Select an objective function E(x);

Select an initial temperature T>0;
Set a cooling factor α=0.9;
Repeat
Generate state xnew, a neighbor of xold;
Calculate ∆E=E(xnew)-E(xold);
If ∆E<0 then xold=xnew; (*accept new solution)
else if random(0,1)<exp(-∆E/T) then xold=xnew; (*accept new solution even it is worse)
T=α.T;
Until stopping criterion true
6. Cooling mechanisms

7. Specifications
• The problem must be clearly formulated.
• The set of feasible solutions is defined.
• The neighborhood of any solution must be defined.
• A way of determining objective to be minimized.
• An initial solution must be generated.
• The cooling factor must be chosen carefully: fast cooling (0.5) leads to premature
convergence (metastable state). Slow cooling (0.99999) leads to long search.
8. Advantages
• SA is a general solution method that is easily applicable to a large number of problems.
• "Tuning" of the parameters (initial temperature, cooling factor, stop criterion) is relatively
easy.
9. Disadvantages
• Generally the quality of the results of SA is good, although it can take a lot of time.
• Results are generally not reproducible: another run can give a different result.
• SA can leave an optimal solution and not find it again (so try to remember the best
solution found so far)