Simulated Annealing (SA) is an optimization technique known for its ability to handle complex cost functions, constraints, and nonlinearities. However, its slow convergence and difficulty in fine-tuning make it less efficient for many practical problems. As a result, modified versions like "simulated quenching" (SQ) have emerged, which are faster but may not guarantee finding the optimal solution. The author's Adaptive Simulated Annealing (ASA) code demonstrates that SQ can be significantly faster than SA without sacrificing accuracy.
The paper discusses the strengths and weaknesses of SA, including its statistical guarantee of finding an optimal solution and its ability to handle complex problems across various disciplines. However, SA's theoretical guarantees are often not met in practice due to the use of modified temperature schedules. The paper also explores the use of genetic algorithms (GA) and other hybrid algorithms, which can compete with SA in certain scenarios.
The author highlights the widespread use of SA and SQ in fields such as circuit design, mathematics, data analysis, imaging, neural networks, biology, physics, geophysics, finance, and military applications. Despite its limitations, SA and SQ remain valuable tools for solving complex optimization problems.
The paper concludes by discussing modifications and improvements to SA, including dynamic annealing schedules, the use of mathematical/physical structure knowledge, and mean-field annealing (MFA). These techniques aim to enhance the efficiency and effectiveness of SA and SQ algorithms.Simulated Annealing (SA) is an optimization technique known for its ability to handle complex cost functions, constraints, and nonlinearities. However, its slow convergence and difficulty in fine-tuning make it less efficient for many practical problems. As a result, modified versions like "simulated quenching" (SQ) have emerged, which are faster but may not guarantee finding the optimal solution. The author's Adaptive Simulated Annealing (ASA) code demonstrates that SQ can be significantly faster than SA without sacrificing accuracy.
The paper discusses the strengths and weaknesses of SA, including its statistical guarantee of finding an optimal solution and its ability to handle complex problems across various disciplines. However, SA's theoretical guarantees are often not met in practice due to the use of modified temperature schedules. The paper also explores the use of genetic algorithms (GA) and other hybrid algorithms, which can compete with SA in certain scenarios.
The author highlights the widespread use of SA and SQ in fields such as circuit design, mathematics, data analysis, imaging, neural networks, biology, physics, geophysics, finance, and military applications. Despite its limitations, SA and SQ remain valuable tools for solving complex optimization problems.
The paper concludes by discussing modifications and improvements to SA, including dynamic annealing schedules, the use of mathematical/physical structure knowledge, and mean-field annealing (MFA). These techniques aim to enhance the efficiency and effectiveness of SA and SQ algorithms.