Simulated Annealing

Katrina Ellison Geltman

Hacker School
February 20, 2014
 What is
simulated annealing?
It’s an algorithm for finding a good solution to an
optimization problem
What’s an optimization
problem?
It’s the problem of finding the best solution from all
feasible solutions. (Wikipedia)
Canonical Example:
Traveling Salesman
 Canonical Example:
Traveling Salesman
• The salesman needs to minimize the number of
miles he travels. An itinerary is better if it is
shorter.

• There are many feasible itineraries to choose

from. We are looking for the best one.
Simulated annealing solves this type of problem.
Why ‘annealing’?
• Simulated annealing is inspired by a
metalworking process called annealing.

• It uses the equation that describes changes in a

metal’s embodied energy during the annealing
process
How does it work?
 The Process

!
 The Process
• Generate a random solution!

• Assess its cost!

!
 The Process
• Generate a random solution!

• Assess its cost!

• Find a neighboring solution!

• Assess its cost!

!
 The Process
• Generate a random solution!

• Assess its cost!

• Find a neighboring solution!

• Assess its cost!

!
• If cnew < cold: move!!

• If cnew > cold: maybe move

 The Process
• Generate a random solution!

• Assess its cost!

• Find a neighboring solution!

• Assess its cost!

• !
If cnew < cold: move!! Why??
• If cnew > cold: maybe move
… To escape local maxima
… To escape local maxima
… To escape local maxima
… To escape local maxima
… To escape local maxima
The probability of accepting a worse solution
depends on:

> How much worse it is

> Which iteration you’re on

The probability of accepting a worse solution
depends on:

! ! > How much worse it is!

> Which iteration you’re on

The probability of accepting a worse solution
depends on:

! ! > How much worse it is! Typically

calculated using
Metropolis-
> Which iteration you’re on Hastings
algorithm
The probability of accepting a worse solution
depends on:

> How much worse it is

! ! > Which iteration you’re on

The probability of accepting a worse solution
depends on:

> How much worse it is

! ! > Which iteration you’re on

(later iteration = less likely)
The probability of accepting a worse solution
depends on:

> How much worse it is Analogous to

temperature in the
physical
! ! > Which iteration you’re on annealing
equation
(later iteration = less likely)
Big jumps to worse states happen early.

After many iterations, the algorithm hones in on a

local optimum.

So a good-enough solution is usually found.

The algorithm’s parameters must be tuned
correctly, which requires some guesswork.
But overall, simulated annealing is generally
considered a good choice for solving optimization
problems.
The End!