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An Optimal Cooling Schedule Using a Simulated Annealing Based Approach

机译:使用基于模拟退火的方法的最佳冷却时间表

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Simulated annealing (SA) has been a very useful stochastic method for solving problems of multidimensional global optimization that ensures convergence to a global optimum. This paper proposes a variable cooling factor (VCF) model for simulated annealing schedule as a new cooling scheme to determine an optimal annealing algorithm called the Powell-simulated annealing (PSA) algorithm. The PSA algorithm is aimed at speeding up the annealing process and also finding the global minima of test functions of several variables without calculating their derivatives. It has been applied and compared with the SA algorithm and Nelder and Mead Simplex (NMS) methods on Rosenbrock valleys in 2 dimensions and multiminima functions in 3, 4 and 8 dimensions. The PSA algorithm proves to be more reliable and always able to find the optimum or a point very close to it with minimal number of iterations and computational time. The VCF compares favourably with the Lundy and Mees, linear, exponential and geometric cooling schemes based on their relative cooling rates. The PSA algorithm has also been programmed to run on android smartphone systems (ASS) that facilitates the computation of combinatorial optimization problems.
机译:模拟退火(SA)是解决多维全局优化问题的非常有用的随机方法,可确保收敛到全局最优。本文提出了一种用于模拟退火程序的可变冷却因子(VCF)模型,作为一种确定最佳退火算法的新冷却方案,该算法称为Powell模拟退火(PSA)算法。 PSA算法旨在加快退火过程,并找到多个变量的测试函数的全局最小值,而无需计算其导数。它已在二维的Rosenbrock谷和3、4、8的多极函数中被应用并与SA算法以及Nelder和Mead Simplex(NMS)方法进行了比较。事实证明,PSA算法更可靠,并且始终能够以最少的迭代次数和计算时间找到最佳值或非常接近最佳值的点。基于它们的相对冷却速率,VCF与Lundy和Mees,线性,指数和几何冷却方案相比具有优势。 PSA算法还经过编程,可以在可简化组合优化问题计算的android智能手机系统(ASS)上运行。

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