Title :
New simulated annealing algorithms
Author :
Mendonca, Paulo R. S. ; Cal?´ba, Luiz P.
Author_Institution :
COPPE, Univ. Federal do Rio de Janeiro, Brazil
Abstract :
This paper introduces a new class of D-dimensional density probability functions to be used in Simulated Annealing algorithms and derives an appropriate cooling schedule that is proved to be inversely proportional to a previously chosen power n of time. This generates a new algorithm, the nFast Simulated Annealing (nFSA), from which the Fast Simulated Annealing (FSA) is a particular case. As will be shown, this new algorithm achieves results with an accuracy that increases with n, at the expense of an initial convergence speed that decreases with n. This drawback is solved by the use of an adaptive algorithm, the Adaptive nFast Simulated Annealing (AnFSA), where the parameter n starts at small value, producing a fast initial convergence, and is raised as the algorithm runs, finding global minima points quickly and with great accuracy
Keywords :
convergence of numerical methods; probability; simulated annealing; D-dimensional density probability functions; adaptive algorithm; cooling schedule; global minima points; initial convergence speed; nFSA; simulated annealing algorithms; Adaptive algorithm; Convergence; Cooling; Cost function; Genetic algorithms; Hopfield neural networks; Neural networks; Optimization methods; Scheduling algorithm; Simulated annealing;
Conference_Titel :
Circuits and Systems, 1997. ISCAS '97., Proceedings of 1997 IEEE International Symposium on
Print_ISBN :
0-7803-3583-X
DOI :
10.1109/ISCAS.1997.621454