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27 views13 pagesAnnealing operation simulated with heuristics.

Jun 09, 2016

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Annealing operation simulated with heuristics.

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Annealing operation simulated with heuristics.

© All Rights Reserved

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SIMULATED ANNEALING

ARAVIND SUDHEESAN

ROLL NO: 1

BIJU B

ROLL.NO :2

ANNEALING MEANING IN

METALLURGY

At high temp. movt. of atoms in increased (in molten state)& vice- versa

At low temp, the atoms gets ordered and crystals develop with min.

energy

If temp is reduced at a faster rate crystalline state does not occur- but

poly crystalline state occurs (higher energy state)

If temp is reduced at a lower rate then absolute min energy state occurs

SIMULATED ANNEALING

Resembles the cooling process of molten metal through annealing

The cooling phenomenon is simulated by controlling the temp parameter

in the Boltzmann probability distribution

A system in thermal equilibrium T, the probabilistic energy distribution

can be represented as, P(E)= e(-E/kT) where, k is Boltzmann const.

A system at high temp has uniform probability of being at any energy state.

A system at low temp has small probability of being at higher energy state

assuming that the search process follows the Boltzmann probability

distribution

METROPOLIS METHOD

Metropolis introduced a method to implement Boltzmann distribution.

Consider an instant the current point is at x(t) and the fn. Value at that

point is E(t)= f(x(t))

Using metropolis algorithm we can say that the probability of next point

being at x(t+1)depends on the difference the fn. Values of the two points

E = E(t+1) E(t)

And is calculated using Boltzmann probability distribution

P(E(t+1)) = min [1 , e(-E/kT) ]

If E>0, the point x(t+1)is worse than x(t)

The point x(t+1)is chosen in a special method

A random number r, is assumed in the range (0-1).

If r e(-E/kT) set t=t+1, it is accepted. If not the point (t+1) is rejected and

we assume a new point for analysis.

ALGORITHM

1. Choose an initial point x0 and a termination criteria . Set T a

sufficiently high value, numb of iterations be n, and set t=0

2. Assume the neighborhood points xt+1 = N(xt) usually a random point at

the neighborhood is selected

3. If E = E(xt+1 ) E(xt) < 0, set t = t+1;

Else create a random number r in the range (0,1). If r e(-E/kT) set t=

t+1.

Else go to step 2

4. If| xt+1 xt|< and T is small, Terminate;

Else, lower T according to a cooling schedule. Go to step 2;

Else go to step 2

EXAMPLE 1

minimize f(x1, x2) = (x12+ x2 -11)2 + (x1+x22 - 7)2

Step 1- Iteration 1

Choose an initial point x0 = (2.5,2.5)T and a termination factor =10-3

To find the initial temp T, we find the average of the function values at points

(0,0), (0,5), (5,0), (5,5). So T = 405 . Set the initial iteration counter to t = 0

Step 2

We create a point in the neighborhood of x0

We assume the neighborhood values are x1= 0.037 & x2 = - 0.086

The new x1 = (2.537, 2.414)T With a fn value f(x1) = 6.482. Initially f(x0) =

8.125

Step 3

Now E = f(x1 ) f(x0) = -1.643.

Since E < 0 we accept the new point.

We increment the counter t = 1 and proceed to step 4

Step 4

Since x0 & x1 are not close enough for termination we cannot terminate.

One iteration is complete here

To limit the numb of iterations we reduce the T by half

So new T = 0.5 x 405 = 202.5

Step 2 - Iteration 2

Now a pair of new points are created in the neighborhood of x 1

We assume the neighborhood values are x1= - 0.426 & x2 = - 1.810

Now new x2 = (2.072, 0.604)T and f(x2) = 58.067

Step 3

Now E = f(x2 ) f(x1) = 58.067-6.482 = 51.585

Since the quantity is positive we use Metropolis algorithm to decide whether to

accept or to reject

Assume a random numb r = 0.649

Probability to accept the new point is e (-51.585/202.5) = 0.775

Since r < 0.775 point is accepted

We set t = 2 and proceed

Step 4

The termination criteria not met

Iteration compete

So T = 0.5 x 202.5 = 101.25

Step 2 Iteration 3

Next point found at the vicinity of the current point

Here x1= -0.103 & x2 = - 2.812 ; x3 = (2.397, - 0.312)T and f(x3) = 51.287

10

Step 3

Now E = f(x3 ) f(x2) = 51.287 58.067 = - 6.780

It is ve and we accept and t = 3

Step 4

Termination criteria not satisfied

T = 0.5 x 101.25 = 50.625

Step 2 Iteration 4

Here x1= - 1.103 & x2 = - 0.779

Similar to above x4 = (1.397, 1.721)T and f(x4) = 60.666

Step 3

E = f(x4 ) f(x3) = 9.379

Since the quantity is positive. We use Metropolis algorithm to decide whether to accept or to

reject

Assume a random numb r = 0.746 should be under the range 0 1

Probability to accept the new point is e(-9.379/50.625) = 0.831

Since r < 0.831 we accept this point and t = 4

Step 4

Termination criteria not satisfied

11

Step 2 Iteration 5

Here x1= - 1.707 & x2 = - 0.550

Here x5 = (0.793, 1.950)T and f(x5) = 76.697

Step 3

Since the quantity is positive. We use metropolis algorithm

r = 0.793

e(-16.031/25.313) = 0.531. Here r > 0.531 We do not accept the point

Now we need to assume a new point.

Step 2 - Iteration 5

Here x1= - 0.809 & x2 = - 0.411

Here x6 = (1.691, 2.089)T and f(x6) = 37.514

Step 3

12

Step 4

T = 12.656

The quality of the final solution is not affected by the initial guess, except

thar the computational effort just increases

This process continues until the T reduces to a small value

In the early stages in SA any point is equally likely to be accepted

So search space is well investigated before convergence to a optimum

solution

For sufficiently large iterations at each temp and with a small cooling

rate, the algorithm guarantees convergence to the globally optimal

solution

13

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