Questions tagged [simulated-annealing]

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What is the difference between simulated annealing and deterministic annealing?

Not sure if this is the right place, but I was wondering if someone could briefly explain to me the differences & similarities between simulated annealing and deterministic annealing? I know that ...
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GenSA simulated annealing solver of R gives EXACTLY the same result regardless of settings

I've been using R's "GenSA" package for simulated annealing to solve a very complicated high dimensional optimization problem (63 unknowns). I found that every time I run GenSA I get exactly the same ...
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1answer
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Why are neural networks better at avoiding local minima?

In simulated annealing, from my understanding, it is a process where it stochastically searches the whole landscape at the beginning for the global minima and then hones down on the best solution it ...
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How to simulate spatial point patterns that have spatial structure similar to that of given spatial point pattern?

I have some spatial point pattern X distributed in polygon wind and I wonder how can I simulate different point patterns that by their spatial properties (for example, number of points, spatial ...
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2answers
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Simulated annealing acceptance probability puzzle

My understanding of simulated annealing (SA) is that at any iteration $t$, a new sample $Y_t$ is generated, which, if the objective function $E$ is improved, i.e., $E(Y_t)<E(X_{t-1})$, then $Y_t$ ...
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What is the relationship between Metropolis Hastings and Simulated Annealing?

Context and Problem In the Wikipedia page for Simulated Annealing they state The simulation can be performed either by a solution of kinetic equations for density functions[2][3] or by using the ...
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1answer
95 views

What is the role of simulated annealing in Gibbs sampling?

While I was reading about Gibbs sampling, I happened to see "simulated annealing" but what is it doing in Gibbs sampling? Although I don't understand the full context of simulated annealing, I am ...
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1answer
63 views

Does the following can be considered a Metropolis Method? [closed]

Suppose, from the current state C it is possible to move to D different neighbouring states. In simulated annealing, we select a neighbouring state $D_i$ randomly and then accept it with probability $...
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727 views

Simulated Annealing vs. Basin-hopping algorithm

I was planning to use Simulated Annealing algorithm (scipy.optimize implementation) to optimise my black-box objective function, but the documentation mentions that the method is Deprecated in ...
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Multiple Importance Sampling and Metropolis-Hastings on extended state space

Let $(E,\mathcal E,\lambda),(E',\mathcal E',\lambda')$ be measure spaces $k\in\mathbb N$ $p,q_1,\ldots,q_k:E\to(0,\infty)$ be probability densities on $(E,\mathcal E,\lambda)$ $w_1,\ldots,w_k:E\to[0,...
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232 views

Training Neural Network with Simulated Annealing

I am trying to train a simple neural network with simulated annealing. I have programmed a neural network with an input layer of 784 input nodes (28 x 28 pixels, I am using the MNIST database to train)...
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antagonistic simulated annealing

Simulated annealing aims at a series of target distributions $$\pi_T(x)\propto\exp\{T\,H(x)\}$$ to find the maximum of the function $H$ and its argument $$\arg_x\max_{x\in \mathfrak X} H(x)$$ if the ...
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Simulated Annealing vs SGD with (warm) Restarts

What's the difference between simulated annealing and stochastic gradient descent with restarts? They both seem like they are occasionally going backwards at a decreasing rate. Also what is the ...
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843 views

Simulated Annealing Parameter Tuning

My question concerns parameter tuning for simulated annealing (SA). I've the following toy equation $$ y = (x^2+x) \times cos(2x) + 20 \text{ if } x \in (-10, 10) $$ My problem is that the solution ...
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282 views

How can I find the bounds that gets Simulated Annealing to converge?

According to Wikipedia on Simulated Annealing, For any given finite problem, the probability that the simulated annealing algorithm terminates with a global optimal solution approaches 1 as the ...