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Facts, Conjectures and Improvements for Simulated Annealing illustrated edition [Minkštas viršelis]

  • Formatas: Paperback, 163 pages, aukštis x plotis x storis: 229x152x8 mm, weight: 311 g, Illustrations
  • Serija: Mathematical Modeling and Computation no. 7
  • Išleidimo metai: 01-Jan-1987
  • Leidėjas: Society for Industrial & Applied Mathematics,U.S.
  • ISBN-10: 0898715083
  • ISBN-13: 9780898715088
Kitos knygos pagal šią temą:
  • Formatas: Paperback, 163 pages, aukštis x plotis x storis: 229x152x8 mm, weight: 311 g, Illustrations
  • Serija: Mathematical Modeling and Computation no. 7
  • Išleidimo metai: 01-Jan-1987
  • Leidėjas: Society for Industrial & Applied Mathematics,U.S.
  • ISBN-10: 0898715083
  • ISBN-13: 9780898715088
Kitos knygos pagal šią temą:
Simulated annealing has proved to be an easy and reliable method for finding optimal values of a problem in cases where there is no road map to possible solutions. Facts, Conjectures, and Improvements for Simulated Annealing offers an introduction to this topic for novices and provides an informative review of the area for the more expert reader. This book brings together for the first time many of the theoretical foundations for improvements to algorithms for global optimization that until now existed only in scattered research articles. The method described in this book operates by simulating the cooling of a (usually fictitious) physical system whose possible energies correspond to the values of the objective function being minimized. The analogy works because physical systems occupy only states with the lowest energy as the temperature is lowered to absolute zero.
List of Figures
ix
Preface xi
Acknowledgments xiii
I Overview 1(22)
The Place of Simulated Annealing in the Arsenal of Global Optimization
3(4)
Six Simulated Annealing Problems
7(10)
Problem Definitions
7(7)
Move Classes
14(3)
Nomenclature
17(2)
Bare-Bones Simulated Annealing
19(4)
II Facts 23(30)
Equilibrium Statistical Mechanics
25(10)
The Number of States That Realize a Distribution
26(3)
Derivation of the Boltzmann Distribution
29(4)
Averages and Functuations
33(2)
Relaxation Dynamics---Finite Markov Chains
35(18)
Finite Markov Chains
36(4)
Reversibility and Stationary Distributions
40(1)
Relaxation to the Stationary Distribution
41(2)
Equilibrium Fluctuations
43(4)
The Correlation Function
44(1)
Linear Response and the Decay of the Correlation Function
45(2)
Standard Examples of the Relaxation Paradigm
47(4)
Two-State System
47(2)
A Folk Theorem---Arrhenius' or Kramers' Law
49(2)
Glassy Systems
51(2)
III Improvements and Conjectures 53(50)
Ensembles
55(2)
The Brick Wall Effect and Optimal Ensemble Size
57(6)
The Objectitive Function
63(4)
Imperfectly Known Objective
63(1)
Implications of Noise
64(1)
Deforming the Energy
65(1)
Eventually Monotonic Deformations
65(2)
Move Classes and Their Implementations
67(8)
What Makes a Move Class Good?
67(3)
Natural Scales
67(1)
Correlation Length and Correlation Time
68(1)
Relaxation Time at Finite T
69(1)
Combinatorial Work
70(1)
More Refined Move Schemes
70(5)
Basin Hopping
70(1)
Fast Annealing
71(1)
Rejectionless Monte Carlo
72(3)
Acceptance Rules
75(4)
Tsallis Acceptance Probabilities
76(1)
Threshold Accepting
76(1)
Optimality of Threshold Accepting
76(3)
Thermodynamic Portraits
79(10)
Equilibrium Information
79(5)
Histogram Method
81(3)
Dynamic Information
84(2)
Transition Matrix Method
84(2)
Time-Resolved Information
86(1)
Appendix: Why Lumping Preserves the Stationary Distribution
87(2)
Selecting the Schedule
89(10)
Start and Stop Temperatures
90(1)
Simple Schedules
90(2)
The Sure-to-Get-You-There Schedule
90(1)
The Exponential Schedule
91(1)
Other Simple Schedules
91(1)
Adaptive Cooling
92(4)
Using the System's Scale of Time
92(1)
Using the System's Scale of Energy
93(1)
Using Both Energy and Time Scales
93(3)
Nonmonotonic Schedules
96(1)
Conclusions Regarding Schedules
97(2)
Estimating the Global Minimum Energy
99(4)
IV Toward Structure Theory and Real Understanding 103(20)
Structure Theory of Complex Systems
105(14)
The Coarse Structure of the Landscape
106(1)
Exploring the State Space Structure: Tools and Concepts
107(3)
The Structure of a Basin
110(1)
Examples
111(3)
Appendix: Entropic Barriers
114(5)
The Master Equation
115(1)
Random Walks on Flat Landscapes
115(1)
Bounds on Relaxation Times for General Graphs
116(3)
What Makes Annealing Tick?
119(4)
The Dynamics of Draining a Basin
119(1)
Putting it Together
120(1)
Conclusions
121(2)
V Resources 123(6)
Supplementary Materials
125(4)
Software
125(2)
Simulated Annealing From the Web
125(1)
The Methods of This Book
126(1)
Software Libraries
126(1)
Energy Landscapes Database
127(2)
Bibliography 129(10)
Index 139