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Simulated Annealing

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'''[[Main Page|Home]] * [[Programming]] * [[Algorithms]] * Simulated Annealing'''
[[FILE:Bochumer Verein-23-50078.jpg|border|right|thumb| Glowing [https://en.wikipedia.org/wiki/Train_wheel train wheels] <ref>[https://en.wikipedia.org/wiki/Train_wheel train wheel production], [https://de.wikipedia.org/wiki/Bochumer_Verein Bochumer Verein], [https://en.wikipedia.org/wiki/Bochum Bochum], Germany, [https://de.wikipedia.org/wiki/ExtraSchicht ExtraSchicht] [http://www.ruhr-guide.de/freizeit/industriekultur/extraschicht-2010/16187,0,0.html 2010], [[Arts#IndustrialHeritageTrail:Category:Industrial Heritage Trail|The Industrial Heritage Trail]], [https://commons.wikimedia.org/wiki/File:Bochumer_Verein-23-50078.jpg image] by [https://commons.wikimedia.org/wiki/User:Rainer_Halama Rainer Halama], June 19, 2010, [https://creativecommons.org/licenses/by-sa/3.0/deed.en CC BY-SA 3.0], [https://en.wikipedia.org/wiki/Wikimedia_Commons Wikimedia Commons], [https://de.wikipedia.org/wiki/Gl%C3%BChen Glühen from Wikipedia.de] (German)</ref> ]]
'''Simulated Annealing''', (SA)<br/>
=Quotes=
In the 2003 conference proceedings ''Celebrating the 50th Anniversary of the Metropolis Algorithm'' <ref>[http://cnls.lanl.gov/Conferences/MonteCarloMethods/ The Monte Carlo Method in Physical Sciences: Celebrating the 50th Anniversary of the Metropolis Algorithm]</ref> <ref>[http://cnls.lanl.gov/External/people/James_Gubernatis.php James Gubernatis] (ed.) ('''2003'''). ''[http://scitation.aip.org/content/aip/proceeding/aipcp/690 The Monte Carlo Method in Physical Sciences: Celebrating the 50th Anniversary of the Metropolis Algorithm]''. [http://scitation.aip.org/content/aip/proceeding/aipcp AIP Conference Proceedings]</ref>, [[Mathematician#MRosenbluth|Marshall Rosenbluth]] describes the algorithm in the following beautifully concise and clear manner <ref>[http://cnls.lanl.gov/External/people/James_Gubernatis.php James Gubernatis] ('''2005'''). ''Marshall Rosenbluth and the Metropolis Algorithm''. [https://en.wikipedia.org/wiki/Physics_of_Plasmas Physics of Plasmas], Vol. 12, No. 5, [http://www.z-cam.es/historique/Gubernatis_on_Rosenbluth.pdf pdf]</ref>:
A simple way to do this <nowiki>[</nowiki>sampling configurations with the [https://en.wikipedia.org/wiki/Boltzmann_distribution Boltzmann weight]<nowiki>]</nowiki>, as emerged after discussions with [[Mathematician#ETeller|Teller]], would be to make a trial move: if it decreased the energy of the system, allow it; if it increased the energy, allow it with [https://en.wikipedia.org/wiki/Probability probability] exp(−ΔE/kT) as determined by a comparison with a [[Pseudorandom number generatorNumber Generator|random number]]. Each step, after an initial annealing period, is counted as a member of the ensemble, and the appropriate ensemble average of any quantity determined.
=Applications=
* [[Iteration]]
* [[Learning]]
* [[Monte-Carlo Tree Search]]
* [[SPSA]]
* [[Trial and Error]]
* [[Robert Levinson]] ('''1994'''). ''Experience-Based Creativity''. Artificial Intelligence and Creativity: An Interdisciplinary Approach, Kluwer
* [[Peter Mysliwietz]] ('''1994'''). ''Konstruktion und Optimierung von Bewertungsfunktionen beim Schach.'' Ph.D. thesis (German)
* [https://scholar.google.com/citations?user=-2E52C0AAAAJ&hl=en Olivier C. Martin], [[Steve Otto]] ('''1996'''). ''[https://www.semanticscholar.org/paper/Combining-simulated-annealing-with-local-search-Martin-Otto/379efcc32f7588f276830fca7310da094f2c624d Combining simulated annealing with local search heuristics]''. [https://en.wikipedia.org/wiki/Annals_of_Operations_Research Annals of Operations Research], Vol. 63, No. 1, [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer]
* [[James C. Spall]] ('''1999'''). ''Stochastic Optimization: Stochastic Approximation and Simulated Annealing''. in [https://en.wikipedia.org/wiki/John_G._Webster John G. Webster] (ed.) ('''1999'''). [http://onlinelibrary.wiley.com/book/10.1002/047134608X Encyclopedia of Electrical and Electronics Engineering], Vol. 20, [https://en.wikipedia.org/wiki/John_Wiley_%26_Sons John Wiley & Sons], [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_Stochastic_Optimization.PDF pdf]
==2000 ...==
* [[Ari Shapiro]], [[Gil Fuchs]], [[Robert Levinson]] ('''2002'''). ''[http://www.arishapiro.com/researchportfolio/Learning%20Game%20Strategy/index.htm Learning a Game Strategy Using Pattern-Weights and Self-play]''. [[CG 2002]], [http://www.arishapiro.com//ShapiroA_CG2002.pdf pdf]
* [[Eric Triki]], [httphttps://www.informatikdblp.uni-trier.de/~leypers/db/indices/a-treehd/c/Collette:Yann.html Yann Collette], [httphttps://wwwdblp.mirlabsuni-trier.orgde/networkpers/Europehd/Frances/patrick.php Siarry:Patrick Patrick Siarry] ('''2002'''). ''[https://www.researchgate.net/publication/265288492_Empirical_study_of_Simulated_Annealing_aimed_at_improved_multiobjective_optimization Empirical study of Simulated Annealing aimed at improved multiobjective optimization]''. [http://uahost.uantwerpen.be/eume/workshops/momh/momh-9.pdf pdf]Research Paper
* [http://cnls.lanl.gov/External/people/James_Gubernatis.php James Gubernatis] (ed.) ('''2003'''). ''[http://scitation.aip.org/content/aip/proceeding/aipcp/690 The Monte Carlo Method in Physical Sciences: Celebrating the 50th Anniversary of the Metropolis Algorithm]''. [http://scitation.aip.org/content/aip/proceeding/aipcp AIP Conference Proceedings] <ref>[http://cnls.lanl.gov/Conferences/MonteCarloMethods/ The Monte Carlo Method in Physical Sciences: Celebrating the 50th Anniversary of the Metropolis Algorithm]</ref>
* [[Daniel Walker]], [[Robert Levinson]] ('''2004'''). ''The MORPH Project in 2004''. [[ICGA Journal#27_4|ICGA Journal, Vol. 27, No. 4]]
* [http://cnls.lanl.gov/External/people/James_Gubernatis.php James Gubernatis] ('''2005'''). ''Marshall Rosenbluth and the Metropolis Algorithm''. [https://en.wikipedia.org/wiki/Physics_of_Plasmas Physics of Plasmas], Vol. 12, No. 5, [http://www.z-cam.es/historique/Gubernatis_on_Rosenbluth.pdf pdf]
* [[Eric Triki]], [https://dblp.uni-trier.de/pers/hd/c/Collette:Yann Yann Collette], [https://dblp.uni-trier.de/pers/hd/s/Siarry:Patrick Patrick Siarry] ('''2005'''). ''[https://www.sciencedirect.com/science/article/abs/pii/S0377221704003388 A Theoretical Study on the Behavior of Simulated Annealing leading to a new Cooling Schedule]''. [https://en.wikipedia.org/wiki/European_Journal_of_Operational_Research European Journal of Operational Research], Vol. 166, No. 1
==2010 ...==
* [[Todd W. Neller]], [https://dblp.uni-trier.de/pers/hd/p/Pilla:Christopher_J=_La Christopher J. La Pilla] ('''2010'''). ''[https://www.semanticscholar.org/paper/Decision-Theoretic-Simulated-Annealing-Neller-Pilla/a159e8642ccfc9c63ab1190899fca6e403bcbb21 Decision-Theoretic Simulated Annealing]''. [https://dblp.uni-trier.de/db/conf/flairs/flairs2010.html FLAIRS Conference 2010]
* [http://sun.aei.polsl.pl/~zjc/ Zbigniew J. Czech], [http://sun.aei.polsl.pl/pub/wmikanik/index.html Wojciech Mikanik], [[Rafał Skinderowicz]] ('''2010'''). ''[http://link.springer.com/chapter/10.1007%2F978-3-642-14390-8_16?LI=true Implementing a Parallel Simulated Annealing Algorithm]''. [https://en.wikipedia.org/wiki/Lecture_Notes_in_Computer_Science Lecture Notes in Computer Science], Volume 6067, [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer]
* [[Rafał Skinderowicz]] ('''2011'''). ''[http://www.researchgate.net/publication/220906163_Co-operative_Parallel_Simulated_Annealing_for_the_VRPTW Co-operative, Parallel Simulated Annealing for the VRPTW]''. Computational Collective Intelligence. Technologies and Applications, [https://en.wikipedia.org/wiki/Lecture_Notes_in_Computer_Science Lecture Notes in Computer Science], [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer] <ref>[https://en.wikipedia.org/wiki/Vehicle_routing_problem Vehicle routing problem from Wikipedia]</ref>
* [[Mathematician#PRossmanith|Peter Rossmanith]] ('''2011'''). ''Simulated Annealing''. in [[Mathematician#BVoecking|Berthold Vöcking]] et al. (eds.) ('''2011'''). ''[http://www.springer.com/gp/book/9783642153273 Algorithms Unplugged]''. [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer]
* [[Alan J. Lockett]], [[Risto Miikkulainen]] ('''2011'''). ''[http://www.cs.utexas.edu/users/ai-lab/?lockett:gecco11 Real-Space Evolutionary Annealing]''. [https://dblp.uni-trier.de/db/conf/gecco/gecco2011.html GECCO 2011]
* [[Alan J. Lockett]] ('''2012'''). ''General-Purpose Optimization Through Information Maximization''. Ph.D. thesis, [https://en.wikipedia.org/wiki/University_of_Texas_at_Austin University of Texas at Austin], advisor [[Risto Miikkulainen]], [http://www.alockett.com/static/pdf/lockett-thesis.pdf pdf]
* [[Ben Ruijl]], [[Jos Vermaseren]], [[Aske Plaat]], [[Jaap van den Herik]] ('''2013'''). ''Combining Simulated Annealing and Monte Carlo Tree Search for Expression Simplification''. [http://arxiv.org/abs/1312.0841 CoRR abs/1312.0841]
* [[Alan J. Lockett]], [[Risto Miikkulainen]] ('''2014'''). ''[http://nn.cs.utexas.edu/?lockett:jogo13 Evolutionary Annealing: Global Optimization in Arbitrary Measure Spaces]''. [https://www.springer.com/journal/10898 Journal of Global Optimization], Vol. 58
=Forum Posts=
==Misc==
* [https://en.wikipedia.org/wiki/Annealing_(metallurgy) Annealing (metallurgy) from Wikipedia]
* [[Videos#EsperanzaSpalding:Category:Esperanza Spalding|Esperanza Spalding]] - [http://genius.com/Esperanza-spalding-good-lava-lyrics Good Lava], October 29, 2016 broadcast[https://en.wikipedia.org/wiki/Emily%27s_D%2BEvolution Emily's D+Evolution], [https://en.wikipedia.org/wiki/YouTube YouTube] Video: {{#evu:https://www.youtube.com/watch?v=9sOQ-YrGdygl4y3Gc07p5s|alignment=left|valignment=top}}
=References=
<references />
 
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