Adaptive simulated annealing (ASA) is a variant of
simulated annealing
Simulated annealing (SA) is a probabilistic technique for approximating the global optimum of a given function. Specifically, it is a metaheuristic to approximate global optimization in a large search space for an optimization problem. It ...
(SA) algorithm in which the algorithm parameters that control temperature schedule and random step selection are automatically adjusted according to algorithm progress. This makes the algorithm more efficient and less sensitive to user defined parameters than canonical SA. These are in the standard variant often selected on the basis of experience and experimentation (since optimal values are problem dependent), which represents a significant deficiency in practice.
The algorithm works by representing the parameters of the function to be optimized as continuous numbers, and as dimensions of a hypercube (N dimensional space). Some SA algorithms apply
Gaussian
Carl Friedrich Gauss (1777–1855) is the eponym of all of the topics listed below.
There are over 100 topics all named after this German mathematician and scientist, all in the fields of mathematics, physics, and astronomy. The English eponymo ...
moves to the state, while others have distributions permitting faster temperature schedules. Imagine the state as a point in a box and the moves as a rugby-ball shaped cloud around it. The temperature and the step size are adjusted so that all of the search space is sampled to a coarse resolution in the early stages, whilst the state is directed to favorable areas in the late stages. Another ASA variant, thermodynamic simulated annealing, automatically adjusts the temperature at each step based on the energy difference between the two states, according to the laws of thermodynamics.
See also
*
Simulated annealing
Simulated annealing (SA) is a probabilistic technique for approximating the global optimum of a given function. Specifically, it is a metaheuristic to approximate global optimization in a large search space for an optimization problem. It ...
*
Combinatorial optimization
Combinatorial optimization is a subfield of mathematical optimization that consists of finding an optimal object from a finite set of objects, where the set of feasible solutions is discrete or can be reduced to a discrete set. Typical combi ...
*
Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
References
* L. Ingber
ASA-CODE, ASA-REPRINTS, ASA-INFOGlobal optimization C-code, Caltech Alumni Association, Pasadena, CA, 1993.
* L. Ingber
Very fast simulated re-annealing Mathl. Comput. Modelling,Vol. 12 No. 8, pp. 967–973, 1989.
* L. Ingber
Simulated annealing: Practice versus theory Mathl. Comput. Modelling, Vol. 18 No. 11, pp. 29–57, 1993.
* L. Ingber
Adaptive simulated annealing (ASA): Lessons learned Control and Cybernetics,Vol. 25 No. 1,pp. 33–54, 1996.
External links
Explains history and use of the ASA code, first published as Very Fast Simulated Reannealing (VFSR) in 1989, and made available to the public at no charge since 1993 under the name ASA. This ASA algorithm is not the same as the algorithm described at the top of Adaptive simulated annealing.
Optimization algorithms and methods
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