Localized simulated annealing
First Claim
1. An adaptive method for creating a simulated annealing schedule to solve an optimization problem by simulated annealing, wherein the optimization problem is represented by a global cost function, and wherein the simulated annealing solves said problem by proposing and selecting a plurality of moves from a move set, the method comprising the steps of:
- a) localizing said problem represented by said global cost function into a plurality of regions;
b) maintaining an annealing history for each said region; and
c) determining a simulated annealing temperature for each of said plurality of regions, each of said simulated annealing temperatures being a function of its associated annealing history.
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Abstract
According to the present invention, a method of optimization by simulated annealing is provided that uses a spatial metric to localize the simulated annealing temperature, the move set, and the objects which the moves operate on. The method keeps a local history of the optimization process. The localization allows the simulated annealing process to adaptively control the annealing schedule of each local region independently. This allows the annealing temperature, move set, and the objects upon which the move set operates to each be adjusted for each region independently to maximize efficiency. This results in optimization of all regions in a quick and efficient manner.
110 Citations
18 Claims
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1. An adaptive method for creating a simulated annealing schedule to solve an optimization problem by simulated annealing, wherein the optimization problem is represented by a global cost function, and wherein the simulated annealing solves said problem by proposing and selecting a plurality of moves from a move set, the method comprising the steps of:
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a) localizing said problem represented by said global cost function into a plurality of regions; b) maintaining an annealing history for each said region; and c) determining a simulated annealing temperature for each of said plurality of regions, each of said simulated annealing temperatures being a function of its associated annealing history. - View Dependent Claims (2, 3, 4, 5, 6)
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7. A simulated annealing method of optimizing a combinatorial problem, said problem having a global cost function to be minimized, the method comprising the steps of:
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a) localizing said problem into a plurality of regions; b) determining a plurality of annealing schedules, each annealing schedule associated with one of said plurality of regions, wherein each of said plurality of annealing schedules is adaptively determined according to an annealing history of said associated region; c) proposing a move in said problem, said move affecting at least one region, and wherein said move changes said global cost function; and d) evaluating said move according to said temperature of said at least one affected region and said change of global cost function. - View Dependent Claims (8, 9, 10, 11, 12, 13, 14, 15, 16)
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17. A simulated annealing method of optimizing a combinatorial problem, said problem having a global cost function to be minimized, the method comprising the steps of:
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a) dividing up said problem into a plurality of spatial regions; b) selecting a plurality of temperatures, each temperature associated with one of said spatial regions, wherein each said temperature is adaptively selected according to an annealing history of said associated spatial region; c) proposing a move in said problem, wherein said move is proposed adaptively according to said plurality of temperatures, said move effecting at least one spatial region, and wherein said move changes said global cost function; d) evaluating said proposed move, wherein said move is accepted if it improves said global cost function, and wherein said move is accepted if it degrades said global cost function according to a probability which is a function of said mean temperature of said at least one effected region. - View Dependent Claims (18)
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Specification