A direct search variant of the simulated annealing algorithm for optimization involving continuous variables

A memory-based simulated annealing algorithm is proposed which fundamentally differs from the previously developed simulated annealing algorithms for continuous variables by the fact that a set of points rather than a single working point is used. The implementation of the new method does not need differentiability properties of the function being optimized. The method is well tested on a range of problems classified as easy, moderately difficult and difficult. The new algorithm is compared with other simulated annealing methods on both test problems and practical problems. Results showing an improved performance in finding the global minimum are given.Scope and purposeThe inherent difficulty of global optimization problems lies in finding the very best optimum (maximum or minimum) from a multitude of local optima. Many practical global optimization problems of continuous variables are non-differentiable and noisy and even the function evaluation may involve simulation of some process. For such optimization problems direct search approaches are the methods of choice. Simulated annealing is a stochastic global optimization algorithm, initially designed for combinatorial (discrete) optimization problems. The algorithm that we propose here is a simulated annealing algorithm for optimization problems involving continuous variables. It is a direct search method. The strengths of the new algorithm are: it does not require differentiability or any other properties of the function being optimized and it is memory-based. Therefore, the algorithm can be applied to noisy and/or not exactly known functions. Although the algorithm is stochastic in nature, it can memorise the best solution. The new simulated annealing algorithm has been shown to be reliable, fast, general purpose and efficient for solving some difficult global optimization problems.     

超导MRI主磁体优化设计的模拟退火算法

在进行MRI(magneticresonanceimaging)超导主磁体的设计时常采用优化设计的方法,将各设计参数看作连续变量处理,但实际上很多参数是离散变量,为了更符合工程实际,将超导MRI主磁体的设计作为一个含有离散变量的全局优化问题。建立了适用于多种超导MRI主磁体结构的数学模型,包括设计变量、目标函数、约束条件等,选用了适用于MRI超导主磁体优化设计的含有离散变量的模拟退火算法进行设计。算例结果表明,本文选取的数学模型和优化算法是有效的,能够达到超导MRI主磁体设计的要求。     

基于模拟退火的自适应粒子群优化算法的改进策略

针对PSO算法在求解问题的优化问题中易陷入局部收敛且收敛速度较慢等缺陷,引入一种初始化改进策略,并将模拟退火算法与PSO算法相结合,提出了一种全新的算法。该算法将寻优过程分为两个阶段:为了提高算法的执行速度,前期使用标准PSO算法进行寻优,后期运用模拟退火思想对PSO中的参数进行优化搜索最优解。最后将该算法应用于八个经典的单峰/多峰函数中。模拟结果表明,该算法有效地避免了早熟收敛现象,并提高了收敛速度,从而提高了PSO算法解决全局优化的性能。     

Solution quality of random search methods for discrete stochastic optimization

In this paper, we propose a framework for selecting a high quality global optimal solution for discrete stochastic optimization problems with a predetermined confidence level using general random search methods. This procedure is based on performing the random search algorithm several replications to get estimate of the error gap between the estimated optimal value and the actual optimal value. A confidence set that contains the optimal solution is then constructed and methods of the indifference zone approach are used to select the optimal solution with high probability. The proposed procedure is applied on a simulated annealing algorithm for solving a particular discrete stochastic optimization problem involving queuing models. The numerical results indicate that the proposed technique indeed locate a high quality optimal solution.     

Improved orthogonal array based simulated annealing for design optimization

Recent research shows that simulated annealing with orthogonal array based neighbourhood functions can help in the search for a solution to a parametrical problem which is closer to an optimum when compared with conventional simulated annealing. Previous studies of simulated annealing analyzed only the main effects of variables of parametrical problems. In fact, both main effects of variables and interactions between variables should be considered, since interactions between variables exist in many parametrical problems. In this paper, an improved orthogonal array based neighbourhood function (IONF) for simulated annealing with the consideration of interaction effects between variables is described. After solving a set of parametrical benchmark function problems where interaction effects between variables exist, results of the benchmark tests show that the proposed simulated annealing algorithm with the IONF outperforms significantly both the simulated annealing algorithms with the existing orthogonal array based neighbourhood functions and the standard neighbourhood functions. Finally, the improved orthogonal array based simulated annealing was applied on the optimization of emulsified dynamite packing-machine design by which the applicability of the algorithm in real world problems can be evaluated and its effectiveness can be further validated.     

Suspension system performance optimization with discrete design variables

Suspension systems on commercial vehicles have become an important feature meeting the requirements from costumers and legislation. The performance of the suspension system is often limited by available catalogue components. Additionally the suspension performance is restricted by the travel speed which highly influences the ride comfort. In this article a suspension system for an articulated dump truck is optimized in sense of reducing elapsed time for two specified duty cycles without violating a certain comfort threshold level. The comfort threshold level is here defined as a whole-body vibration level calculated by ISO 2631-1. A three-dimensional multibody dynamics simulation model is applied to evaluate the suspension performance. A non-gradient optimization routine is used to find the best possible combination of continuous and discrete design variables including the optimum operational speed without violating a set of side constraints. The result shows that the comfort level converges to the comfort threshold level. Thus it is shown that the operational speed and hence the operator input influences the ride comfort level. Three catalogue components are identified by the optimization routine together with a set of continuous design variables and two operational speeds one for each load case. Thus the work demonstrates handling of human factors in optimization of a mechanical system with discrete and continuous design variables.     

求解SAT问题的拟人退火算法

该文利用一个简单的变换，将可满足性（SAT）问题转换为一个求相应目标函数最小值的优化问题，提出了一种用于跳出局部陷阱的拟人策略，基于模拟退火算法和拟人策略，为SAT问题的高效近注解得出了拟人退火算法（PA），该方法不仅具有模拟退火算法的全局收敛性质，而且具有一定的并行性，继承性。数值实验表明，对于本文随机产生的测试问题例，采用拟人策略的模拟退火算法的结果优于局部搜索算法，模拟退火算法以及近来国际上流行的WALKSAT算法，因此拟人退火算法是可行的和有效的。     

Simulated annealing with auxiliary knowledge for process planning optimization in reconfigurable manufacturing

In this paper, three simulated annealing based algorithms that exploit auxiliary knowledge in different ways are devised and employed to handle a manufacturing process planning problem for reconfigurable manufacturing. These algorithms are configured based on a generic combination of the simulated annealing technique with; (a) heuristic knowledge, and (b) metaknowledge. Capabilities of the implemented algorithms are tested and their performances compared against a basic simulated annealing algorithm. Computational and optimization performances of the implemented algorithms are investigated and analyzed for two problem sizes. Each problem size consists of five different forms of a manufacturing process planning problem. The five forms are differentiated by five alternative objective functions. Experimental results show that the implemented simulated annealing algorithms are able to converge to good solutions in reasonable time. A computational analysis indicates that significant improvements towards a better optimal solution can be gained by implementing simulated annealing based algorithms that are supported by auxiliary knowledge.     

An Introduction to Simulated Annealing Algorithms for the Computation of Economic Equilibrium

Economic equilibrium computation has raised the issue of global optimization algorithms since economic equilibrium problems can be cast as a global optimization problem. However, nearly all conventional algorithms stop when they find a local optimum. Over the last decade a number of new optimization algorithms have appeared, simulated annealing is one of them. It is a powerful stochastic search algorithm applicable to a wide range of problems for which little prior knowledge is available, and it asymptotically probabilistically converges to a global optimum. In this paper, we will give a brief introduction to simulated annealing and apply it to the computation of economic equilibrium. We also reported our computational experience in the paper. This early result shows that the application of simulated annealing to computation of economic equilibrium is encouraging and it deserves further research.     

Discrete cooperative particle swarm optimization for FPGA placement

Particle swarm optimization (PSO) is a stochastic optimization technique that has been inspired by the movement of birds. On the other hand, the placement problem in field programmable gate arrays (FPGAs) is crucial to achieve the best performance. Simulated annealing algorithms have been widely used to solve the FPGA placement problem. In this paper, a discrete PSO (DPSO) version is applied to the FPGA placement problem to find the optimum logic blocks and IO pins locations in order to minimize the total wire-length. Moreover, a co-operative version of the DPSO (DCPSO) is also proposed for the FPGA placement problem. The problem is entirely solved in the discrete search space and the proposed implementation is applied to several well-known FPGA benchmarks with different dimensionalities. The results are compared to those obtained by the academic versatile place and route (VPR) placement tool, which is based on simulated annealing. Results show that both the DPSO and DCPSO outperform the VPR tool for small and medium-sized problems, with DCPSO having a slight edge over the DPSO technique. For higher-dimensionality problems, the algorithms proposed provide very close results to those achieved by VPR.     

适于高维空间搜索的自组织学习算法

提出了一种有别于当前优化算法框架的自组织学习算法(self-organizing learning algorithm,SLA),该算法融合遗传算法并行搜索与模拟退火串行搜索,结合粒子群学习机制和禁忌搜索机制,实现了系统与环境的交互学习,能够很好地处理传统优化方无法应对的高维非线性优化问题.SLA分自学习和互学习两个智能化学习阶段,先进行基于自学习机制的邻域禁忌搜索,保证局部极值的收敛,然后通过信息共享平台,进行基于互学习机制的广域禁忌搜索,保证全局极值的收敛.系统通过与环境交互学习而自适应地调整搜索策略和相关参数,使得搜索过程能够有效地避免盲目性,而具有相当的自组织性.最后,通过高维测试函数的对比仿真实验表明,SLA在由小型低维空间转入超大型高维空间时,仍能够与环境保持稳定,透明的交互学习,其全局搜索能力和整体稳健性明显优于其它搜索方法.     

改进遗传模拟退火算法在TSP优化中的应用

针对旅行商问题(TSP)优化中,遗传算法(GA)容易陷入局部最优、模拟退火算法(SA)收敛速度慢的问题,提出一种基于改进遗传模拟退火算法(IGSAA)的TSP优化算法.首先根据优化目标建立数学模型;然后对遗传算法部分中的适应度函数、交叉变异算子进行改进,使算法能够更加有效地避免陷入局部最优;最后根据旧种群和新种群每个对应个体的进化程度提出一种改进自适应的Metropolis准则,使模拟退火算法部分的染色体跳变更具有自适应性,利于算法寻优.对不同TSP实例的实验结果表明,与其他路径优化算法优化结果相比,所提出的IGSAA算法能够对不同TSP实例优化得到更优的旅行路径.     

基于模拟退火机制的自适应粘性粒子群算法

为了进一步提升粒子群算法在离散优化问题中的性能,针对粘性二进制粒子群算法缺乏全局搜索能力、容易陷入局部最优和收敛速度慢的缺点,提出一种新的自适应参数策略和粒子散度指标,并结合模拟退火机制改善该算法的寻优能力.为了检验算法性能,通过选取不同维数的背包问题算例库以及不同规模的UCI特征选择问题算例库进行仿真实验,并对实验数据进行统计分析.实验以及分析结果表明,所提算法在寻优精度、算法稳定性和收敛速度上均优于对比算法.     

Solving power system optimization problems using simulated annealing

Based on the simulated annealing technique and the constrained form of power system optimization problems, this paper develops a simulated-annealing-based optimization algorithm for power-system optimization problems. The algorithm is general, and it possesses the ability to determine the global optimum solution. The developed algorithm is demonstrated by its application to the problem of the economic dispatch of electric power.     

基于融合算法的测试优化选择问题研究

测试优化选择是个集覆盖问题,而启发式算法是求解集覆盖问题的有效方法。文中将遗传算法、BP神经网络和模拟退火算法进行融合,提出了一种融合算法,该算法充分利用遗传算法全局搜索能力强、BP神经网络训练能力强和模拟退火算法搜索速度快的优点,既避免陷入局部最优的现象,又提高了搜索的效率和精度。该算法已应用于求解测试优化问题。实例证明,该算法能够快速有效地求得测试优化问题的最优解。     

基于混合离散免疫算法的轧制计划编排

为了保证轧制调度计划的可行性，提高排程的效率，根据热轧生产模式和轧制计划的特点，利用车辆路径问题模型来建模轧制调度问题，并用一种基于离散人工免疫算法的混合优化算法来解决这一问题。该方法利用离散人工免疫算法的全局搜索能力来寻找全局最优解，利用模拟退火方法来避免陷入局部最优．对某钢厂实际生产数据仿真结果表明，所提出的模型和算法对于求解热轧调度问题具有可行性和高效性。     

求解零空闲流水线调度问题的和声退火算法

针对以最大完工时间为目标的零空闲流水线调度问题提出了和声退火算法。首先引入了基于ROV规则的编码方式,使和声搜索应用于离散问题,从初始化方法、参数调整、候选解的产生、和声记忆库的更新方法等四个方面对基本和声搜索算法进行了改进,基于此提出了改进的和声搜索算法;其次,结合和声搜索和模拟退火算法的优点,分别对和声搜索过程中的最优解、和声记忆库中的随机选中的解及一个新解分别进行模拟退火,提出了三种不同的和声退火算法。仿真实验表明所提算法的有效性和优越性。     

一种求解典型JSP的改进离散粒子群优化算法

针对NP-hard性质的作业车间调度问题, 设计了一种改进的离散粒子群优化算法。引入遗传算法交叉算子和变异算子来实现粒子的更新, 并将变异思想和模拟退火算法思想融入该算法中对全局最优粒子的邻域进行局部搜索, 很好地防止了算法出现早熟收敛。通过将该算法和标准粒子群优化算法用于求解典型JSP, 计算结果对比表明, 改进的算法具有很强的全局寻优能力; 就综合解的质量和计算效率而言, 改进算法优于标准粒子群优化算法。同时, 将该算法结果与文献中其他相关算法结果进行比较, 验证了该改进算法的有效性。该算法能够有效地、高质量地解决作业车间调度问题。     

Design of reinforced concrete road vaults by heuristic optimization

This paper aims at the automatic design and cost minimization of reinforced concrete vaults used in road construction. This paper presents three heuristic optimization methods: the multi-start global best descent local search (MGB), the meta-simulated annealing (SA) and the meta-threshold acceptance (TA). Penalty functions are used for unfeasible solutions. The structure is defined by 49 discrete design variables and the objective function is the cost of the structure. All methods are applied to a vault of 12.40 m of horizontal free span, 3.00 m of vertical height of the lateral walls and 1.00 m of earth cover. This paper presents two original moves of neighborhood search and an algorithm for the calibration of SA-TA algorithms. The MGB algorithm appears to be more efficient than the SA and the TA algorithms in terms of mean results. However, the SA outperforms MGB and TA in terms of best results. The optimization method indicates savings of about 10% with respect to a traditional design.     

Optimal operational planning of steam power systems using an IPSOSA algorithm

The operation optimization problem of steam power systems for multiperiod operation with varying demands is formulated. The objective function of the mode! is to minimize the operational cost of steam power systems for all periods, by taking into account the cost of fuel, and feed-water, as well as the expenses of maintenance and startup/shutdown. In order to obtain the optimal solution of the foregoing model, an improved particle swarm optimization method based on the ideal of simulated annealing algorithm (IPSOSA) is proposed, in which IPSOSA are applied to make particles have tendency to global optimum. Finally, cases are considered for illustrating the advantage of proposed optimization approach, with quantitive results presented. Results show that the IPSOSA algorithms are much more efficient and generate higher quality solutions than some existing particle swarm optimization algorithms.