Simulated annealing: Practice versus theory

Simulated annealing: Practice versus theory

1993 | Lester Ingber
Lester Ingber's paper discusses simulated annealing (SA) and its variants, particularly simulated quenching (SQ), highlighting their theoretical and practical aspects. SA is an optimization technique that can handle complex cost functions, arbitrary boundary conditions, and is easy to implement. It statistically guarantees finding an optimal solution, though it can be time-consuming. SQ, a faster alternative, is often used in practice despite not statistically guaranteeing an optimal solution. The paper compares SA and SQ, noting that SQ can be faster without sacrificing accuracy in some cases. SA is based on the Metropolis algorithm and involves a temperature schedule to ensure ergodicity. The Boltzmann annealing (BA) method uses a temperature schedule to find global optima. However, SA's performance is limited by its slow convergence, leading to the use of SQ in many applications. SQ, while not theoretically optimal, is often faster and practical for many problems. The paper also discusses other optimization techniques, such as genetic algorithms (GA), which are competitive with SQ. GA can handle complex problems and is effective in finding global optima. However, it lacks the theoretical guarantees of SA. Hybrid methods, like parallel recombinative simulated annealing (PRSA), combine SA and GA to improve efficiency. The paper presents various applications of SA and SQ across disciplines, including circuit design, mathematics, data analysis, imaging, neural networks, biology, physics, geophysics, finance, and military. These applications demonstrate SA and SQ's effectiveness in solving complex problems. However, the paper also notes the limitations of SQ, such as potential premature convergence and the need for careful temperature scheduling. The paper concludes that while SA has theoretical strengths, practical applications often favor SQ for its speed. It emphasizes the importance of balancing theoretical rigor with practical efficiency in optimization algorithms. The author's Adaptive Simulated Annealing (ASA) code illustrates how SQ can outperform SA in some cases, highlighting the need for further research to improve SA's efficiency and reliability.Lester Ingber's paper discusses simulated annealing (SA) and its variants, particularly simulated quenching (SQ), highlighting their theoretical and practical aspects. SA is an optimization technique that can handle complex cost functions, arbitrary boundary conditions, and is easy to implement. It statistically guarantees finding an optimal solution, though it can be time-consuming. SQ, a faster alternative, is often used in practice despite not statistically guaranteeing an optimal solution. The paper compares SA and SQ, noting that SQ can be faster without sacrificing accuracy in some cases. SA is based on the Metropolis algorithm and involves a temperature schedule to ensure ergodicity. The Boltzmann annealing (BA) method uses a temperature schedule to find global optima. However, SA's performance is limited by its slow convergence, leading to the use of SQ in many applications. SQ, while not theoretically optimal, is often faster and practical for many problems. The paper also discusses other optimization techniques, such as genetic algorithms (GA), which are competitive with SQ. GA can handle complex problems and is effective in finding global optima. However, it lacks the theoretical guarantees of SA. Hybrid methods, like parallel recombinative simulated annealing (PRSA), combine SA and GA to improve efficiency. The paper presents various applications of SA and SQ across disciplines, including circuit design, mathematics, data analysis, imaging, neural networks, biology, physics, geophysics, finance, and military. These applications demonstrate SA and SQ's effectiveness in solving complex problems. However, the paper also notes the limitations of SQ, such as potential premature convergence and the need for careful temperature scheduling. The paper concludes that while SA has theoretical strengths, practical applications often favor SQ for its speed. It emphasizes the importance of balancing theoretical rigor with practical efficiency in optimization algorithms. The author's Adaptive Simulated Annealing (ASA) code illustrates how SQ can outperform SA in some cases, highlighting the need for further research to improve SA's efficiency and reliability.
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