A parallel build-up algorithm for global energy minimizations of molecular clusters using effective energy simulated annealing

This work studies the build-up method for the global minimization problem for molecular conformation, especially protein folding. The problem is hard to solve for large molecules using general minimization approaches because of the enormous amount of required computation. We therefore propose a build-up process to systematically construct the optimal molecular structures. A prototype algorithm is designed using the anisotropic effective energy simulated annealing method at each build-up stage. The algorithm has been implemented on the Intel iPSC/860 parallel computer, and tested with the Lennard-Jones microcluster conformation problem. The experiments showed that the algorithm was effective for relatively large test problems, and also very suitable for massively parallel computation. In particular, for the 72-atom Lennard-Jones microcluster, the algorithm found a structure whose energy is lower than any others found in previous studies.     

Simulated annealing with noisy or imprecise energy measurements

The annealing algorithm (Ref. 1) is modified to allow for noisy or imprecise measurements of the energy cost function. This is important when the energy cannot be measured exactly or when it is computationally expensive to do so. Under suitable conditions on the noise/imprecision, it is shown that the modified algorithm exhibits the same convergence in probability to the globally minimum energy states as the annealing algorithm (Ref. 2). Since the annealing algorithm will typically enter and exit the minimum energy states infinitely often with probability one, the minimum energy state visited by the annealing algorithm is usually tracked. The effect of using noisy or imprecise energy measurements on tracking the minimum energy state visited by the modified algorithms is examined.The research reported here has been supported under Contracts AFOSR-85-0227, DAAG-29-84-K-0005, and DAAL-03-86-K-0171 and a Purdue Research Initiation Grant.     

Molecular conformation on the CM-5 by parallel two-level simulated annealing

In this paper, we propose a new kind of simulated annealing algorithm calledtwo-level simulated annealing for solving certain class of hard combinatorial optimization problems. This two-level simulated annealing algorithm is less likely to get stuck at a non-global minimizer than conventional simulated annealing algorithms. We also propose a parallel version of our two-level simulated annealing algorithm and discuss its efficiency. This new technique is then applied to the Molecular Conformation problem in 3 dimensional Euclidean space. Extensive computational results on Thinking Machines CM-5 are presented. With the full Lennard-Jones potential function, we were able to get satisfactory results for problems for cluster sizes as large as 100,000. A peak rate of over 0.8 giga flop per second in 64-bit operations was sustained on a partition with 512 processing elements. To the best of our knowledge, ground states of Lennard-Jones clusters of size as large as these have never been reported before.Also a researcher at the Army High Performance Computing Research Center, University of Minnesota, Minneapolis, MN 55415     

产品回收逆向物流网络设计问题的两阶段启发式算法

针对产品回收逆向物流网络设计问题,设计了一种嵌套了模拟退火算法的两阶段启发式算法。第一阶段确定回收点的选址-分配-存储的联合决策;第二阶段确定回收中心的选址-运输的联合决策,两个阶段相互迭代,从而实现最优解的搜索。通过与遗传算法比较,证明了两阶段启发式算法是一种有效的算法。     

Solving Location-allocation Problems with Rectilinear Distances by Simulated Annealing

The objective of this study is to use the simulated annealing method to solve minisum location-allocation problems with rectilinear distances. The major advantage of the simulated annealing method is that it is a very general and efficient algorithm for solving combinatorial optimization problems with know objective functions. In this study, a simulated annealing algorithm was developed to solve the location-allocation problems, and its performance was compared with two other popular methods for solving location-allocation problems. The results show that simulated annealing is a good alternative to the two methods, as measured by both the solution quality and the computational time.     

一种求解延迟工件数最小的混合流水车间调度问题的模拟退火算法

针对延迟工件数最小的混合流水车间调度问题,给出了一种改进的模拟退火求解算法. 该算法首先给出一个启发式算法来获得初始解,然后用模拟退火算法对初始解改进. 通过交换工件在第一阶段的排序来获得一个新的解,采用最先空闲设备分配规则和先到先被加工规则,对工件在剩余各级的工序进行调度. 实验仿真表明算法是可行有效的.     

Two new algorithms for the Min-Power Broadcast problem in static ad hoc networks

In this paper we address the Min-Power Broadcast problem in wireless ad hoc networks. Given a network with an identified source node w, the Min-Power Broadcast (MPB) problem is to assign transmission range to each node such that communication from w to other nodes is possible and the total energy consumption is minimized.

As the problem is NP-Hard we first propose a simulated annealing algorithm for the MPB problem. Utilizing a special node selection mechanism in its neighborhood structure the algorithm is designed in a way enabling an efficient power consumption evaluation and search for neighboring solutions. We then combine the algorithm with a decomposition approach to enhance its performance. This is achieved by decomposing the master problem and performing metropolis chain of the simulated annealing only on the much smaller subproblems resulting from decomposition. Results from a comprehensive computational study indicate the efficiency and effectiveness of the proposed algorithms.     

Optimization methods for computing global minima of nonconvex potential energy functions

The minimization of potential energy functions plays an important role in the determination of ground states or stable states of certain classes of molecular clusters and proteins. In this paper we introduce some of the most commonly used potential energy functions and discuss different optimization methods used in the minimization of nonconvex potential energy functions. A very complete bibliography is also given.Also a researcher at the Army High Performance Computing Research Center, University of Minnesota, Minneapolis, MN 55415     

Non-linear integer programming by Darwin and Boltzmann mixed strategy

Non-linear integer programming (NIP) is a NP-complete problem with extensive theoretical and practical backgrounds. Based on our proposed Darwin and Boltzmann mixed strategy, this paper presents a general stochastic iterative algorithm for the NIP problems. The algorithm synthesizes the advantages of the Darwin strategy and the Boltzmann annealing strategy. It converges asymptotically to the global optimums and has shown to be polynomial in complexity. The experimental evaluations also show that the proposed algorithm is more efficient than the simulated annealing algorithm.     

Equivalent formulations and necessary optimality conditions for the Lennard–Jones problem

The minimization of molecular potential energy functions is one of the most challenging, unsolved nonconvex global optimization problems and plays an important role in the determination of stable states of certain classes of molecular clusters and proteins. In this paper, some equivalent formulations and necessary optimality conditions for the minimization of the Lennard–Jones potential energy function are presented. A new strategy, the code partition algorithm, which is based on a bilevel optimization formulation, is proposed for searching for an extremal Lennard–Jones code. The convergence of the code partition algorithm is proved and some computational results are reported.     

A simulated annealing driven multi-start algorithm for bound constrained global optimization

A derivative-free simulated annealing driven multi-start algorithm for continuous global optimization is presented. We first propose a trial point generation scheme in continuous simulated annealing which eliminates the need for the gradient-based trial point generation. We then suitably embed the multi-start procedure within the simulated annealing algorithm. We modify the derivative-free pattern search method and use it as the local search in the multi-start procedure. We study the convergence properties of the algorithm and test its performance on a set of 50 problems. Numerical results are presented which show the robustness of the algorithm. Numerical comparisons with a gradient-based simulated annealing algorithm and three population-based global optimization algorithms show that the new algorithm could offer a reasonable alternative to many currently available global optimization algorithms, specially for problems requiring ‘direct search’ type algorithm.     

Evaluation of Spatial Scan Statistics for Irregularly Shaped Clusters

Spatial scan statistics are commonly used for geographic disease cluster detection and evaluation. We propose and implement a modified version of the simulated annealing spatial scan statistic that incorporates the concept of “non-compactness” in order to penalize clusters that are very irregular in shape. We evaluate its power for the simulated annealing scan and compare it with the circular and elliptic spatial scan statistics. We observe that, with the non-compactness penalty, the simulated annealing method is competitive with the circular and elliptic scan statistic, and both have good power performance. The elliptic scan statistic is computationally faster and is well suited for mildly irregular clusters, but the simulated annealing method deals better with highly irregular cluster shapes. The new method is applied to breast cancer mortality data from northeastern United States.     

UEGO, an Abstract Clustering Technique for Multimodal Global Optimization

In this paper, UEGO, a new general technique for accelerating and/or parallelizing existing search methods is suggested. The skeleton of the algorithm is a parallel hill climber. The separate hill climbers work in restricted search regions (or clusters) of the search space. The volume of the clusters decreases as the search proceeds which results in a cooling effect similar to simulated annealing. Besides this, UEGO can be effectively parallelized; the communication between the clusters is minimal. The purpose of this communication is to ensure that one hill is explored only by one hill climber. UEGO makes periodic attempts to find new hills to climb. Empirical results are also presented which include an analysis of the effects of the user-given parameters and a comparison with a hill climber and a GA.     

Fast Global Optimization of Difficult Lennard-Jones Clusters

The minimization of the potential energy function of Lennard-Jones atomic clusters has attracted much theoretical as well as computational research in recent years. One reason for this is the practical importance of discovering low energy configurations of clusters of atoms, in view of applications and extensions to molecular conformation research; another reason of the success of Lennard Jones minimization in the global optimization literature is the fact that this is an extremely easy-to-state problem, yet it poses enormous difficulties for any unbiased global optimization algorithm.In this paper we propose a computational strategy which allowed us to rediscover most putative global optima known in the literature for clusters of up to 80 atoms and for other larger clusters, including the most difficult cluster conformations. The main feature of the proposed approach is the definition of a special purpose local optimization procedure aimed at enlarging the region of attraction of the best atomic configurations. This effect is attained by performing first an optimization of a modified potential function and using the resulting local optimum as a starting point for local optimization of the Lennard Jones potential.Extensive numerical experimentation is presented and discussed, from which it can be immediately inferred that the approach presented in this paper is extremely efficient when applied to the most challenging cluster conformations. Some attempts have also been carried out on larger clusters, which resulted in the discovery of the difficult optimum for the 102 atom cluster and for the very recently discovered new putative optimum for the 98 atom cluster.     

B2C电子商务仓库拣货路径优化策略应用研究

当前国内B2C电子商务仓库多为人至物的拣货模式,拣货作业成为其核心作业之一,占据仓库大量时间成本和资金成本,拣货路径优化成为企业亟需解决的问题。本文基于TSP对拣货路径进行建模,利用蚁群算法、模拟退火算法和禁忌搜索对该NP-hard问题进行求解,并同当前企业普遍采用的S型启发式策略进行对比,拣货时间节约13.35%。进一步得出当拣货品数量较少时应采用模拟退火算法求解,而当拣货品数量较大时采用蚁群算法仅进行一次迭代,则可以实现短时间得到相对较优的解。所得结果已应用于某大型电子商务企业,效果明显。     

Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods

In this paper the usage of a stochastic optimization algorithm as a model search tool is proposed for the Bayesian variable selection problem in generalized linear models. Combining aspects of three well known stochastic optimization algorithms, namely, simulated annealing, genetic algorithm and tabu search, a powerful model search algorithm is produced. After choosing suitable priors, the posterior model probability is used as a criterion function for the algorithm; in cases when it is not analytically tractable Laplace approximation is used. The proposed algorithm is illustrated on normal linear and logistic regression models, for simulated and real-life examples, and it is shown that, with a very low computational cost, it achieves improved performance when compared with popular MCMC algorithms, such as the MCMC model composition, as well as with “vanilla” versions of simulated annealing, genetic algorithm and tabu search.     

Rescaled Simulated Annealing—Accelerating Convergence of Simulated Annealing by Rescaling the States Energies

This paper presents a new metaheuristic, called rescaled simulated annealing (RSA) which is particularly adapted to combinatorial problems where the available computational effort to solve it is limited. Asymptotic convergence on optimal solutions is established and the results are favorably compared to the famous ones due to Mitra, Romeo, and Sangiovanni-Vincentelli (Mitra, Romeo, and Sangiovanni-Vincentelli. (1986). Adv. Appl. Prob. 18, 747–771.) for simulated annealing (SA). It is based on a generalization of the Metropolis procedure used by the SA algorithm. This generalization consists in rescaling the energies of the states candidate for a transition, before applying the Metropolis criterion. The direct consequence is an acceleration of convergence, by avoiding dives and escapes from high energy local minima. Thus, practically speaking, less transitions need to be tested with RSA to obtain a good quality solution. As a corollary, within a limited computational effort, RSA provides better quality solutions than SA and the gain of performance of RSA versus SA is all the more important since the available computational effort is reduced. An illustrative example is detailed on an instance of the Traveling Salesman Problem.     

A simulated annealing heuristic for the one-dimensional cutting stock problem

This paper presents a new simulated annealing approach to the solution of an integer linear programming formulation of the one-dimensional cutting stock problem. Design and implementation issues are discussed - including a thorough statistical analysis of the effects of various parameters on the efficiency and accuracy of solutions. The performance of the new algorithm is compared to that obtained using an existing simulated annealing based methodology, and results presented herein indicate that the new approach consistently generates more efficient solutions with respect to objective value and execution time.     

Investigation of temperature parallel simulated annealing for optimizing continuous functions with application to hyperspectral tomography

The simulated annealing (SA) algorithm is a well-established optimization technique which has found applications in many research areas. However, the SA algorithm is limited in its application due to the high computational cost and the difficulties in determining the annealing schedule. This paper demonstrates that the temperature parallel simulated annealing (TPSA) algorithm, a parallel implementation of the SA algorithm, shows great promise to overcome these limitations when applied to continuous functions. The TPSA algorithm greatly reduces the computational time due to its parallel nature, and avoids the determination of the annealing schedule by fixing the temperatures during the annealing process. The main contributions of this paper are threefold. First, this paper explains a simple and effective way to determine the temperatures by applying the concept of critical temperature (T_C). Second, this paper presents systematic tests of the TPSA algorithm on various continuous functions, demonstrating comparable performance as well-established sequential SA algorithms. Third, this paper demonstrates the application of the TPSA algorithm on a difficult practical inverse problem, namely the hyperspectral tomography problem. The results and conclusions presented in this work provide are expected to be useful for the further development and expanded applications of the TPSA algorithm.     

Autonomous localization based energy saving mechanism in indoor MANETs using ACO

The biggest challenge in MANETs is to find most efficient routing due to the changing topology and energy constrained battery operated computing devices. It has been found that Ant Colony Optimization (ACO) is a special kind of optimization technique having characterization of Swarm Intelligence (SI) which is highly suitable for finding the adaptive routing for such a type of volatile network. The proposed ACO routing algorithm uses position information and energy parameters as a routing metric to improve the performance and lifetime of network. Typical routing protocols have fixed transmission power irrespective of the distance between the nodes. Considering limiting factors, like small size, limited computational power and energy source, the proposed solution excludes use of GPS for identifying the distance between nodes for indoor MANETs. The distance between nodes can be determined by using Received Signal Strength Indicator (RSSI) measurements. Thus, an intelligent ACO routing algorithm with location information and energy metric is developed to adaptively adjust the transmission power and distribute the load to avoid critical nodes. Proposed Autonomous Localization based Eligible Energetic Path_with_Ant Colony Optimization (ALEEP_with_ACO) algorithm ensures that nodes in the network are not drained out of the energy beyond their threshold, as the load is shared with other nodes, when the energy of a node in the shortest path has reached its threshold. Hence, the total energy expenditure is reduced, thus prolonging the lifetime of network devices and the network. We simulated our proposal and compared it with the classical approach of AODV and other biological routing approaches. The results achieved show that ALEEP_with_ACO presents the best Packet Delivery Ratio (PDR), throughput and less packet drop specially under high mobility scenarios.