Analysis of Static Simulated Annealing Algorithms |
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Authors: | Orosz JE Jacobson SH |
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Institution: | (1) Materials Process Design Branch, Air Force Research Laboratory, Wright–Patterson Air Force Base, Dayton, Ohio;(2) Simulation and Optimization Laboratory, Department of Mechanical and Industrial Engineering, University of Illinois, Urbana, Illinois |
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Abstract: | Generalized hill climbing (GHC) algorithms provide a framework for modeling local search algorithms to address intractable discrete optimization problems. This paper introduces a measure for determining the expected number of iterations to visit a predetermined objective function level, given that an inferior objective function level has been reached in a finite number of iterations. A variation of simulated annealing (SA), termed static simulated annealing (S2A), is analyzed using this measure. S2A uses a fixed cooling schedule during the algorithm execution. Though S2A is probably nonconvergent, its finite-time performance can be assessed using the finite-time performance measure defined in this paper. |
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Keywords: | Local search algorithms simulated annealing cooling schedules finite-time performance |
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