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SIMULATED ANNEALING It is a computation method to find the global minimum of a function having many local minima.

The concept of Simulated Annealing was independently described by Scott Kirkpatrick, C. Daniel Gelatt and Mario P. Vecchi(Optimization by Simulated Annealing) in 1983 and by Vlado ern(Thermodynamical Approach to the Traveling Salesman Problem) in 1985. Simulated Annealing is derived from the physical process of ANNEALING in metallurgy in which a material is heated and then cooled in a controlled manner as a result of which atoms place themselves in a pattern that corresponds to the global energy minimum of a perfect crystal. In this process each point on the function represents a state of a physical system and the value of the function at that point represent the internal energy of the system at that state. Using simulated annealing we try to bring the system to from an arbitrary point to the minimum energy state. We start by comparing the energy of the initial state with a neighbouring state and depending upon the acceptance probability function we either move to neighbouring point or stay at the original point. Let the current state be s and the neighbouring state be s. Now the probability to make the transition from s to s depends upon acceptance probability function P(e,e,T) where e and e represent the energy function as e=E(s) and T is a global varying parameter called temperature. We perform the iterations till we get satisfactory point where the state has minimum internal energy. Here I will try to show how SA is better than traditional iterative methods.

Consider a cost function dependent on a single parameter. The ball represents the current configuration and we want to reach the global minima. Now traditional methods try to go downhill and while reaching a local minima they get stuck at that point .

The SA differs from the traditional method as it allows the ball to move in upward direction in a controlled fashion so that we dont get stuck in local minima. As a heuristic algorithm Simulated Annealing is always useful in problems where the objective function is non-linear with lots of local minimums. It has been used in structural optimization where the problem of designing a sustaining structure with a minimum of materials is studied. SA has also been used in water distribution systems and also in designing diesel engines.

Bibliography:

1. Kirkpatrick, S.; Gelatt, C. D.; Vecchi, M. P. (1983). "Optimization by Simulated


Annealing" 2. Rutenbar, R. A.(1989). Simulated Annealing Algorithms: An Overview