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The simulated annealing technique has been applied successfully to the problem of estimating the coefficients of a function in cases where only a portion of the data being fitted to the function is truly representative of the function, the rest being erroneous. Two examples are given, one in photometric function fitting and the other in pattern recognition. A schematic of the algorithm is provided.
Two algorithms for channel routing using simulated annealing are presented. Simulated annealing is an optimization methodology which allows the solution process to back up out of local minima that may be encountered by inappropriate selections. By properly controlling the annealing process, it is very likely that the optimal solution to an NP-complete problem such as channel routing may be found. The algorithm presented proposes very relaxed restrictions on the types of allowable transformations, including overlapping nets. By freeing that restriction and controlling overlap situations with an appropriate cost function, the algorithm becomes very flexible and can be applied to many extensions of channel routing. The selection of the transformation utilizes a number of heuristics, still retaining the pseudorandom nature of simulated annealing. The algorithm was implemented as a serial program for a workstation, and a parallel program designed for a hypercube computer. The details of the serial implementation are presented, including many of the heuristics used and some of the resulting solutions.
Simulated annealing is used to solve a minimum fuel trajectory problem in the space station environment. The environment is unique because the space station will define the first true multivehicle environment in space. The optimization yields surfaces which are potentially complex, with multiple local minima. Because of the likelihood of these local minima, descent techniques are unable to offer robust solutions. Other deterministic optimization techniques were explored without success. The simulated annealing optimization is capable of identifying a minimum-fuel, two-burn trajectory subject to four constraints. Furthermore, the computational efforts involved in the optimization are such that missions could be planned on board the space station. Potential applications could include the on-site planning of rendezvous with a target craft of the emergency rescue of an astronaut. Future research will include multiwaypoint maneuvers, using a knowledge base to guide the optimization.
This innovation is a variation of a simulated-annealing optimization algorithm that uses a recursive-branching structure to parallelize the search of a parameter space for the globally optimal solution to an objective. The algorithm has been demonstrated to be more effective at searching a parameter space than traditional simulated-annealing methods for a particular problem of interest, and it can readily be applied to a wide variety of optimization problems, including those with a parameter space having both discrete-value parameters (combinatorial) and continuous-variable parameters. It can take the place of a conventional simulated- annealing, Monte-Carlo, or random- walk algorithm. In a conventional simulated-annealing (SA) algorithm, a starting configuration is randomly selected within the parameter space. The algorithm randomly selects another configuration from the parameter space and evaluates the objective function for that configuration. If the objective function value is better than the previous value, the new configuration is adopted as the new point of interest in the parameter space. If the objective function value is worse than the previous value, the new configuration may be adopted, with a probability determined by a temperature parameter, used in analogy to annealing in metals. As the optimization continues, the region of the parameter space from which new configurations can be selected shrinks, and in conjunction with lowering the annealing temperature (and thus lowering the probability for adopting configurations in parameter space with worse objective functions), the algorithm can converge on the globally optimal configuration. The Recursive Branching Simulated Annealing (RBSA) algorithm shares some features with the SA algorithm, notably including the basic principles that a starting configuration is randomly selected from within the parameter space, the algorithm tests other configurations with the goal of finding the globally optimal solution, and the region from which new configurations can be selected shrinks as the search continues. The key difference between these algorithms is that in the SA algorithm, a single path, or trajectory, is taken in parameter space, from the starting point to the globally optimal solution, while in the RBSA algorithm, many trajectories are taken; by exploring multiple regions of the parameter space simultaneously, the algorithm has been shown to converge on the globally optimal solution about an order of magnitude faster than when using conventional algorithms. Novel features of the RBSA algorithm include: 1. More efficient searching of the parameter space due to the branching structure, in which multiple random configurations are generated and multiple promising regions of the parameter space are explored; 2. The implementation of a trust region for each parameter in the parameter space, which provides a natural way of enforcing upper- and lower-bound constraints on the parameters; and 3. The optional use of a constrained gradient- search optimization, performed on the continuous variables around each branch s configuration in parameter space to improve search efficiency by allowing for fast fine-tuning of the continuous variables within the trust region at that configuration point.
Simulated annealing is a general purpose Monte Carlo optimization technique that was applied to the problem of placing standard logic cells in a VLSI ship so that the total interconnection wire length is minimized. An improved standard cell placement algorithm that takes advantage of the performance enhancements that appear to come from parallelizing the uniprocessor simulated annealing algorithm is presented. An outline of this algorithm is given.
Simulated Annealing (SA) is a stochastic optimization algorithm used to search for global minima in complex design surfaces where exhaustive searches are not computationally feasible. The algorithm is derived by simulating the annealing process, whereby a solid is heated to a liquid state and then cooled slowly to reach thermodynamic equilibrium at each temperature. The idea is that atoms in the solid continually bond and re-bond at various quantum energy levels, and with sufficient cooling time they will rearrange at the minimum energy state to form a perfect crystal. The distribution of energy levels is given by the Boltzmann distribution: as temperature drops, the probability of the presence of high-energy bonds decreases. In searching for an optimal design, local minima and discontinuities are often present in a design surface. SA presents a distinct advantage over other optimization algorithms in its ability to escape from these local minima. Just as high-energy atomic configurations are visited in the actual annealing process in order to eventually reach the minimum energy state, in SA highly non-optimal configurations are visited in order to find otherwise inaccessible global minima. The SA algorithm produces a Markov chain of points in the design space at each temperature, with a monotonically decreasing temperature. A random point is started upon, and the objective function is evaluated at that point. A stochastic perturbation is then made to the parameters of the point to arrive at a proposed new point in the design space, at which the objection function is evaluated as well. If the change in objective function values (Delta)E is negative, the proposed new point is accepted. If (Delta)E is positive, the proposed new point is accepted according to the Metropolis criterion: rho((Delta)f) = exp((-Delta)E/T), where T is the temperature for the current Markov chain. The process then repeats for the remainder of the Markov chain, after which the temperature is decremented and the process repeats. Eventually (and hopefully), a near-globally optimal solution is attained as T approaches zero. Several exciting variants of SA have recently emerged, including Discrete-State Simulated Annealing (DSSA) and Simulated Tempering (ST). The DSSA algorithm takes the thermodynamic analogy one step further by categorizing objective function evaluations into discrete states. In doing so, many of the case-specific problems associated with fine-tuning the SA algorithm can be avoided; for example, theoretical approximations for the initial and final temperature can be derived independently of the case. In this manner, DSSA provides a scheme that is more robust with respect to widely differing design surfaces. ST differs from SA in that the temperature T becomes an additional random variable in the optimization. The system is also kept in equilibrium as the temperature changes, as opposed to the system being driven out of equilibrium as temperature changes in SA. ST is designed to overcome obstacles in design surfaces where numerous local minima are separated by high barriers. These algorithms are incorporated into the optimal design of the traveling-wave tube amplifier (TWTA). The area under scrutiny is the collector, in which it would be ideal to use negative potential to decelerate the spent electron beam to zero kinetic energy just as it reaches the collector surface. In reality this is not plausible due to a number of physical limitations, including repulsion and differing levels of kinetic energy among individual electrons. Instead, the collector is designed with multiple stages depressed below ground potential. The design of this multiple-stage collector is the optimization problem of interest. One remaining problem in SA and DSSA is the difficulty in determining when equilibrium has been reached so that the current Markov chain can be terminated. It has been suggested in recent literature that simulating the thermodynamic properties opecific heat, entropy, and internal energy from the Boltzmann distribution can provide good indicators of having reached equilibrium at a certain temperature. These properties are tested for their efficacy and implemented in SA and DSSA code with respect to TWTA collector optimization.
A parallel version of a simulated annealing algorithm is presented which is targeted to run on a hypercube computer. A strategy for mapping the cells in a two dimensional area of a chip onto processors in an n-dimensional hypercube is proposed such that both small and large distance moves can be applied. Two types of moves are allowed: cell exchanges and cell displacements. The computation of the cost function in parallel among all the processors in the hypercube is described along with a distributed data structure that needs to be stored in the hypercube to support parallel cost evaluation. A novel tree broadcasting strategy is used extensively in the algorithm for updating cell locations in the parallel environment. Studies on the performance of the algorithm on example industrial circuits show that it is faster and gives better final placement results than the uniprocessor simulated annealing algorithms. An improved uniprocessor algorithm is proposed which is based on the improved results obtained from parallelization of the simulated annealing algorithm.
An account is given of the properties of a continuous simulated annealing algorithm that can function as a global optimization tool for nonsmooth dynamic systems, as shown in the case of a trajectory-optimization program implementation. The approach is shown to successfully solve the problem of nonsmooth trajectory optimization for a high performance rigid-body aircraft. The results obtained demonstrate the superiority of the simulated annealing algorithm over widely used algorithms.
The game-theoretic field of COllective INtelligence (COIN) concerns the design of computer-based players engaged in a non-cooperative game so that as those players pursue their self-interests, a pre-specified global goal for the collective computational system is achieved "as a side-effect". Previous implementations of COIN algorithms have outperformed conventional techniques by up to several orders of magnitude, on domains ranging from telecommunications control to optimization in congestion problems. Recent mathematical developments have revealed that these previously developed game-theory-motivated algorithms were based on only two of the three factors determining performance. Consideration of only the third factor would instead lead to conventional optimization techniques like simulated annealing that have little to do with non-cooperative games. In this paper we present an algorithm based on all three terms at once. This algorithm can be viewed as a way to modify simulated annealing by recasting it as a non-cooperative game, with each variable replaced by a player. This recasting allows us to leverage the intelligent behavior of the individual players to substantially improve the exploration step of the simulated annealing. Experiments are presented demonstrating that this recasting improves simulated annealing by several orders of magnitude for spin glass relaxation and bin-packing.
The game-theory field of Collective INtelligence (COIN) concerns the design of computer-based players engaged in a non-cooperative game so that as those players pursue their self-interests, a pre-specified global goal for the collective computational system is achieved as a side-effect. Previous implementations of COIN algorithms have outperformed conventional techniques by up to several orders of magnitude, on domains ranging from telecommunications control to optimization in congestion problems. Recent mathematical developments have revealed that these previously developed algorithms were based on only two of the three factors determining performance. Consideration of only the third factor would instead lead to conventional optimization techniques like simulated annealing that have little to do with non-cooperative games. In this paper we present an algorithm based on all three terms at once. This algorithm can be viewed as a way to modify simulated annealing by recasting it as a non-cooperative game, with each variable replaced by a player. This recasting allows us to leverage the intelligent behavior of the individual players to substantially improve the exploration step of the simulated annealing. Experiments are presented demonstrating that this recasting significantly improves simulated annealing for a model of an economic process run over an underlying small-worlds topology. Furthermore, these experiments reveal novel small-worlds phenomena, and highlight the shortcomings of conventional mechanism design in bounded rationality domains.
The development of a lightweight actuation system for maintaining the surface accuracy of a composite honeycomb panel using piezoelectric actuators is discussed. A modified simulated annealing technique is used to optimize the problem with both combinatorial and continuous criteria and with inequality constraints. Near optimal solutions for the location of the actuators, using combinatorial optimization, and for the required actuator forces, employing continuous optimization, are sought by means of the modified simulated annealing technique. The actuator locations are determined by first seeking a near optimum solution using the modified simulated annealing technique. The final actuator configuration consists of an arrangement wherein the piezoelectric actuators are placed along six radial lines. Numerical results showing the achievable surface correction by means of this configuration are presented.
An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.
Solving the hard Satisfiability Problem is time consuming even for modest-sized problem instances. Solving the Random L-SAT Problem is especially difficult due to the ratio of clauses to variables. This report presents a parallel synchronous simulated annealing method for solving the Random L-SAT Problem on a large-scale distributed-memory multiprocessor. In particular, we use a parallel synchronous simulated annealing procedure, called Generalized Speculative Computation, which guarantees the same decision sequence as sequential simulated annealing. To demonstrate the performance of the parallel method, we have selected problem instances varying in size from 100-variables/425-clauses to 5000-variables/21,250-clauses. Experimental results on the AP1000 multiprocessor indicate that our approach can satisfy 99.9 percent of the clauses while giving almost a 70-fold speedup on 500 processors.
Inaccuracies in the length of members and the diameters of joints of large truss reflector backup structures may produce unacceptable levels of surface distortion and member forces. However, if the member lengths and joint diameters can be measured accurately it is possible to configure the members and joints so that root-mean-square (rms) surface error and/or rms member forces is minimized. Following Greene and Haftka (1989) it is assumed that the force vector f is linearly proportional to the member length errors e(sub M) of dimension NMEMB (the number of members) and joint errors e(sub J) of dimension NJOINT (the number of joints), and that the best-fit displacement vector d is a linear function of f. Let NNODES denote the number of positions on the surface of the truss where error influences are measured. The solution of the problem is discussed. To classify, this problem was compared to a similar combinatorial optimization problem. In particular, when only the member length errors are considered, minimizing d(sup 2)(sub rms) is equivalent to the quadratic assignment problem. The quadratic assignment problem is a well known NP-complete problem in operations research literature. Hence minimizing d(sup 2)(sub rms) is is also an NP-complete problem. The focus of the research is the development of a simulated annealing algorithm to reduce d(sup 2)(sub rms). The plausibility of this technique is its recent success on a variety of NP-complete combinatorial optimization problems including the quadratic assignment problem. A physical analogy for simulated annealing is the way liquids freeze and crystallize. All computational experiments were done on a MicroVAX. The two interchange heuristic is very fast but produces widely varying results. The two and three interchange heuristic provides less variability in the final objective function values but runs much more slowly. Simulated annealing produced the best objective function values for every starting configuration and was faster than the two and three interchange heuristic.
Algorithms based on the global optimization technique of simulated annealing (SA) have proven useful in designing traveling-wave tube (TWT) slow-wave circuits for high RF power efficiency. The characteristic of SA that enables it to determine a globally optimized solution is its ability to accept non-improving moves in a controlled manner. In the initial stages of the optimization, the algorithm moves freely through configuration space, accepting most of the proposed designs. This freedom of movement allows non-intuitive designs to be explored rather than restricting the optimization to local improvement upon the initial configuration. As the optimization proceeds, the rate of acceptance of non-improving moves is gradually reduced until the algorithm converges to the optimized solution. The rate at which the freedom of movement is decreased is known as the annealing or cooling schedule of the SA algorithm. The main disadvantage of SA is that there is not a rigorous theoretical foundation for determining the parameters of the cooling schedule. The choice of these parameters is highly problem dependent and the designer needs to experiment in order to determine values that will provide a good optimization in a reasonable amount of computational time. This experimentation can absorb a large amount of time especially when the algorithm is being applied to a new type of design. In order to eliminate this disadvantage, a variation of SA known as discrete-state simulated annealing (DSSA), was recently developed. DSSA provides the theoretical foundation for a generic cooling schedule which is problem independent, Results of similar quality to SA can be obtained, but without the extra computational time required to tune the cooling parameters. Two algorithm variations based on DSSA were developed and programmed into a Microsoft Excel spreadsheet graphical user interface (GUI) to the two-dimensional nonlinear multisignal helix traveling-wave amplifier analysis program TWA3. The algorithms were used to optimize the computed RF efficiency of a TWT by determining the phase velocity profile of the slow-wave circuit. The mathematical theory and computational details of the DSSA algorithms will be presented and results will be compared to those obtained with a SA algorithm.
Generating all diagnoses is computationally intractable. Therefore, many of the state-of-the-art approaches are incomplete. Quantum computers may however offer a solution. The first commercially available quantum computer is being used to minimize polynomials that are difficult for classical simulated annealing but easy for quantum annealing. All problems in Model-based Diagnosis (MBD) can be transformed into a polynomial minimization problem, allowing one to apply a quantum algorithm called quantum annealing to solve MBD problems. To better understand the need for this quantum approach, we designed two simulated annealingdiagnostic algorithms tailored to run on a polynomial representation of MBD. These algorithms differ on their policy for random neighborhood variable selection. In addition, enhanced metrics were devised to provide more diagnostic coverage. Finally, these two simulated annealing algorithms were analyzed and empirically evaluated and compared against state-of-the-art probabilistic methods for MBD such as SAFARI using ISCAS-85.
We define the model based matching problem in terms of the correspondence and transformation that relate the model and scene, and the search and evaluation measures needed to find the best correspondence and transformation. Simulated annealing is proposed as a method for search and optimization, and the minimum representation size criterion is used as the evaluation measure in an algorithm that finds the best correspondence. An algorithm based on simulated annealing is presented and evaluated. This algorithm is viewed as a part of an adaptive, hierarchical approach which provides robust results for a variety of model based matching problems.
The Shuttle Engineering Simulator (SES) is a facility which houses the software and hardware for a variety of simulation systems. The simulators include the Autonomous Remote Manipulator, the Manned Maneuvering Unit, Orbiter/Space Station docking, and shuttle entry and landing. The SES simulators are used by various groups throughout NASA. For example, astronauts use the SES to practice maneuvers with the shuttle equipment; programmers use the SES to test flight software; and engineers use the SES for design and analysis studies. Due to its high demand, the SES is busy twenty-four hours a day and seven days a week. Scheduling the facility is a problem that is constantly growing and changing with the addition of new equipment. Currently a number of small independent programs have been developed to help solve the problem, but the long-term answer lies in finding a flexible, integrated system that provides the user with the ability to create, optimize, and edit the schedule. COMPASS is an interactive and highly flexible scheduling system. However, until recently COMPASS did not provide any optimization features. This paper describes the simulated annealing extension to COMPASS. It now allows the user to interweave schedule creation, revision, and optimization. This practical approach was necessary in order to satisfy the operational requirements of the SES.