Generalized Simulated Annealing

We propose a new stochastic algorithm (generalized simulated annealing) for computationally finding the global minimum of a given (not necessarily convex) energy/cost function defined in a continuous D-dimensional space. This algorithm recovers, as particular cases, the so called classical ("Boltzmann machine") and fast ("Cauchy machine") simulated annealings, and can be quicker than both. Key-words: simulated annealing; nonconvex optimization; gradient descent; generalized statistical mechanics.Comment: 13 pages, latex, 4 figures available upon request with the authors

Time series forecasting using a TSK fuzzy system tuned with simulated annealing

In this paper, a combination of a Takagi-Sugeno fuzzy system (TSK) and simulated annealing is used to predict well known time series by searching for the best configuration of the fuzzy system. Simulated annealing is used to optimise the parameters of the antecedent and the consequent parts of the fuzzy system rules. The results of the proposed method are encouraging indicating that simulated annealing and fuzzy logic are able to combine well in time series prediction

Simulated Annealing for Topological Solitons

The search for solutions of field theories allowing for topological solitons requires that we find the field configuration with the lowest energy in a given sector of topological charge. The standard approach is based on the numerical solution of the static Euler-Lagrange differential equation following from the field energy. As an alternative, we propose to use a simulated annealing algorithm to minimize the energy functional directly. We have applied simulated annealing to several nonlinear classical field theories: the sine-Gordon model in one dimension, the baby Skyrme model in two dimensions and the nuclear Skyrme model in three dimensions. We describe in detail the implementation of the simulated annealing algorithm, present our results and get independent confirmation of the studies which have used standard minimization techniques.Comment: 31 pages, LaTeX, better quality pics at http://www.phy.umist.ac.uk/~weidig/Simulated_Annealing/, updated for publicatio

Quantum versus classical annealing: insights from scaling theory and results for spin glasses on 3-regular graphs

We discuss an Ising spin glass where each $S=1/2$ spin is coupled antiferromagnetically to three other spins (3-regular graphs). Inducing quantum fluctuations by a time-dependent transverse field, we use out-of-equilibrium quantum Monte Carlo simulations to study dynamic scaling at the quantum glass transition. Comparing the dynamic exponent and other critical exponents with those of the classical (temperature-driven) transition, we conclude that quantum annealing is less efficient than classical simulated annealing in bringing the system into the glass phase. Quantum computing based on the quantum annealing paradigm is therefore inferior to classical simulated annealing for this class of problems. We also comment on previous simulations where a parameter is changed with the simulation time, which is very different from the true Hamiltonian dynamics simulated here.Comment: 5 pages, 3 figure

Simulated Annealing for JPEG Quantization

JPEG is one of the most widely used image formats, but in some ways remains surprisingly unoptimized, perhaps because some natural optimizations would go outside the standard that defines JPEG. We show how to improve JPEG compression in a standard-compliant, backward-compatible manner, by finding improved default quantization tables. We describe a simulated annealing technique that has allowed us to find several quantization tables that perform better than the industry standard, in terms of both compressed size and image fidelity. Specifically, we derive tables that reduce the FSIM error by over 10% while improving compression by over 20% at quality level 95 in our tests; we also provide similar results for other quality levels. While we acknowledge our approach can in some images lead to visible artifacts under large magnification, we believe use of these quantization tables, or additional tables that could be found using our methodology, would significantly reduce JPEG file sizes with improved overall image quality.Comment: Appendix not included in arXiv version due to size restrictions. For full paper go to: http://www.eecs.harvard.edu/~michaelm/SimAnneal/PAPER/simulated-annealing-jpeg.pd

Optimization by Quantum Annealing: Lessons from hard 3-SAT cases

The Path Integral Monte Carlo simulated Quantum Annealing algorithm is applied to the optimization of a large hard instance of the Random 3-SAT Problem (N=10000). The dynamical behavior of the quantum and the classical annealing are compared, showing important qualitative differences in the way of exploring the complex energy landscape of the combinatorial optimization problem. At variance with the results obtained for the Ising spin glass and for the Traveling Salesman Problem, in the present case the linear-schedule Quantum Annealing performance is definitely worse than Classical Annealing. Nevertheless, a quantum cooling protocol based on field-cycling and able to outperform standard classical simulated annealing over short time scales is introduced.Comment: 10 pages, 6 figures, submitted to PR