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

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

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

An application of simulated annealing to the optimum design of reinforced concrete retaining structures

This paper reports on the application of a simulated annealing algorithm to the minimum cost design of reinforced concrete retaining structures. Cantilever retaining walls are investigated, being representative of reinforced concrete retaining structures that are required to resist a combination of earth and hydrostatic loading. To solve such a constrained optimisation problem, a modified simulated annealing algorithm is proposed that avoids the simple rejection of infeasible solutions and improves convergence to a minimum cost. The algorithm was implemented using an object-orientated visual programming language, offering facilities for continual monitoring, assessing and changing of the simulated annealing control parameters. Results show that the simulated annealing can be successfully applied to the minimum cost design of reinforced concrete retaining walls, overcoming the difficulties associated with the practical and realistic assessment of the structural costs and their complex inter-relationship with the imposed constraints on the solution space