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2 1 1 2 SA SA SA SA SA SA SA SA SA SA SA i
3 1 1 Genetic Algorithm : GA Simulated Annealing : SA SA 2 3 SA SA 4 5 SA SA SA SA 2, 6 12 SA , 17 SA SA 2 SA SA SA SA SA SA Temperature Parallel Simulated Annealing : TPSA) 18, 19 SA
4 2 SA Neighborhood Parallel Simulated Annealing NPSA NPSA SA NPSA 2 SA 3 SA 4 NPSA SA 5 NPSA 6 2
5 2 SA 2.1 SA 2 SA 2 SA SA SA ( ) SA 2.2 SA SA Ω x E(x) SA 3
6 SA x SA Fig. 2.1 T x x E E(= E E) T k T k T k+1 Set initial parameter Generate No Acceptance criterion Yes Transition Cooling criterion No Yes Cooling Terminal criterion No End Yes Fig. 2.1 Algorithm of simulated annealing Generate x x x x G(x, x ) x x (2.1) n(x) x 4
7 G(x, x )= 1 n(x) Accept criterion (2.1) x E x E E(= E E) T (2.2) Metropolis 3 A(E,E 1 if E <,T)= exp ( E ) T otherwise (2.2) T Cooling ( ) k T k T k+1 (2.3) T k+1 = T 1 log k (2.3) (2.3) (2.4) T k+1 = γt k (.8 γ<1) (2.4) (2.4) Fig Terminal criterion 5
8 Max Temperature Min Time Fig. 2.2 Temperature schedule 2.3 SA SA (2.4) , 6, 7 14, 15, 22, 23 4 SA 4, 24 SA SA (1) (2), (3), (4) SA (1),(2),(3) (4) 2 x y z x x y z x z y y z 2 (4) (1),(2),(3) (AG ) AG 1 AG AG SA 6
9 2.4 SA SA 25, 26 Pseudo-parallelization of SA SA SA SA SA Data Configuration Partition(DCP) Parallel independent annealing(pia) Parallel Markov Chains(PMC) Simulated Annealing Parallel Algorithm (SAPA) SAPA SA SA SAPA SA Parallel Markov Chains(PMC) Parallel Markov Trials(PMT) Adaptive Parallel Simulated Annealing(APSA) Spectulative Trees Systolic PMC SA Pseudo-parallelization of SA SAPA SA Data Configuration Partition(DCP) DCP SA SA 24, 27, 28 Parallel Independent Annealing(PIA) PIA SA SA 4, 27 PIA SA Parallel Markov Chains(PMC) PMC SA PIA SA PMC PMC PIA 4, 24, 28 7
10 Parallel Markov Trials(PMT) SAPA SA 4, 24, 29 Adaptive Parallel Simulated Annealing(APSA) PMC PMT PMC PMT 4, 28 PMT SAPA Speculative Trees SA 24 Systolic 24, 3 SA 8
11 3 SA 3.1 SA Fig. 3.1 Fig x x ( ) 1 16, 17 2 FSA(Fast Simulated Annealing) Cauchy 14 3 VFA(Very Fast Annealing) 15 2 dimensional problem space Neighborhood x 1 x x 2 x Fig. 3.1 Two dimensional problem space 9
12 3.2 (3.1) Rastrigin (3.2) Griewank n Fig. 3.2 Rastrigin Griewank n ( F Rastrigin (x i ) = 1n + x 2 i 1 cos(2πx i ) ) (3.1) ( 5.12 x i < 5.12) F Griewank (x) = 1+ n i=1 i=1 x 2 n i 4 (x i = x i/ x i < 5.12) i=1 ( cos ( x ) ) i (3.2) i 3.3 SA SA Rastrigin /1 Griewank 1/ Table 3.1 (2.4) 32 Table 3.1 Parameters in preliminary experiments Max temperature 1. Minimum temperature.1 Number of cooling Steps 32 Cooling cycle 124 Number of cnnealings SA 3 Fig
13 (a) Landscape of Rastrigin (b) Contour map of Rastrigin (c) Landscape of Griewank (d) Contour map of Griewank (e) Local landscape of Griewank (f) Local contour map of Griewank Fig. 3.2 Landscape and contour map (Rastrigin, Griewank) 11
14 (a) 2 dimensional Rastrigin (b) 1 dimensional Rastrigin (c) 2 dimensional Griewank (d) 1 dimensional Rastrigin Fig. 3.3 Relation between neighborhood range and energy (Rastrigin, Griewank) 12
15 3.3.3 Fig. 3.3 a 2 Rastrigin Fig. 3.2 b 1 Rastrigin Griwank.4.7 Fig. 3.2 f
16 4 SA 4.1 SA 3.3 SA 2 SA 4.2 SA SA SA SA Neighborhood Parallel Simulated Annealing :NPSA NPSA Fig. 4.1 Fig. 4.2 New neighborhood are assigned for all SA processes. SA SA SA SA Adjust Neighborhood Gather energy Sort Assign neighborhood in order of energy SA SA SA SA Adjust Neighborhood SA SA SA SA Adjust Neighborhood SA SA SA SA Each processor has a different neighborhood. Neighborhood are adjusted at each cooling step Fig. 4.1 Neighborhood Parallel Simulated Annealing NPSA NPSA, 14
17 Set initial parameters Generate No Acceptance criterion Transition Yes Cooling criterion No Yes Cooling Adjust Neighborhood Scynclonize Sort energy Assign neighborhood No Terminal criterion End Yes Fig. 4.2 Algorithm of NPSA 15
18 NPSA NPSA SA 4.3 SA NPSA 3 3 SA SA SA PSA NPSA 2 Rastrigin Griewank 3.3 SA PSA Rastrigin 1. Griewank.5 NPSA Rastrigin 1/1 Griewank 1/1 PSA NPSA 32 SA SA 1/32 SA SA Table 4.1 Table 4.1 Parameters in experiments Method SA PSA, NPSA Number of processes 1 32 Max temperature Minimum temperature.1.1 Number of cooling steps Cooling cycle Number of annealings (32 32) Rastrigin Griewank 3 Fig. 4.3 a, b 3 PSA NPSA Fig. 4.4 Fig. 4.5 Fig. 4.4 a Fig. 4.5 a PSA Fig. 4.4 b Fig. 4.5 b NPSA 16
19 (a) Rastrigin (b) Griewank Fig. 4.3 Comparison of the qualities of solutions 17
20 (a) PSA (b) NPSA Fig. 4.4 History of energy and neighborhood range for Rastrigin 18
21 (a) PSA (b) NPSA Fig. 4.5 History of energy and neighborhood range for Griewank 19
22 4.3.3 Fig. 4.3 a, b SA PSA NPSA Fig. 4.4 Fig. 4.5 PSA NPSA NPSA SA PSA NPSA 2
23 5 SA NPSA SA NPSA (5.1) Egg Holder (5.2) Rana n 1 ( ) ( ) F Eggholder (x) = x i sin ( x ) i P P sin P + x i /2 (5.1) P = x i i=1 (x i = x i / x i < 5.12) n 1 ( F Rana (x) = x i sin(q)cos(r)+(x i +1)cos(Q)sin(R) ) (5.2) i=1 Q = x i+1 +1 x i, R = x i+1 +1+x i (x i = x i / x i < 5.12) Fig. 5.1 Egg Holder Rana 3.3 Egg Holder Rana Rastrigin Fig. 5.2 Egg Holder Rana Fig. 5.2 Egg Holder Rana Fig. 5.1 b d NPSA Hinton 22 x T k D (5.3) ( 1 x 2 ) g k ( x) = exp (5.3) (2πT k ) D/2 2T k (5.3) 21
24 (a) Landscape of Egg Holder (b) Contour map of Egg Holder (c) Landscape of Rana -2 2 (d) Contour map of Rana Fig. 5.1 Landscape and contour map (Egg Holder, Rana) 22 4
25 (a) 2 dimensional Egg Holder (b) 2 dimensional Rana Fig. 5.2 Relation between neighborhood range and energy (Egg Holder, Rana) / Fig. 5.3 (5.3) 1/1 1/ Fig. 5.4 a Fig. 5.4 b 23
26 .4 f(x) x Fig. 5.3 The generation percentage within average x x (a) Normal distribution at max temperature x x (b) Normal distribution at minimum temperature Fig. 5.4 Normal distribution 24
27 NPSA Egg Holder Rana SA SA SA PSA NPSA Table. 5.1 Table 5.1 Parameters in experiments Method SA PSA, NPSA Number of processes 1 32 Number of cooling steps Max temperature Minimum temperature Egg Holder Rana Fig. 5.5 a, b PSA NPSA Fig. 5.6 Fig. 5.7 Fig. 5.6 a Fig. 5.7 a PSA Fig. 5.6 b Fig. 5.7 b NPSA
28 (a) Egg Holder (b) Rana Fig. 5.5 Performance of methods 26
29 (a) PSA (b) NPSA Fig. 5.6 History of energy and SD for Egg Holder 27
30 (a) PSA (b) NPSA Fig. 5.7 History of energy and SD for Rana 28
31 5.3.3 Fig. 5.5 a, b SA PSA NPSA PSA NPSA NPSA Rana Egg Holder PSA PSA NPSA PSA NPSA PSA NPSA NPSA SA PSA 29
32 6 6.1 SA SA Neighborhood Parallel Simulated Annealing : NPSA NPSA SA NPSA SA NPSA NPSA PSA NPSA NPSA SA 6.2 NPSA 3
33 31
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36 3) P.M.A. Sloot J.M. Voogd and R.v.Dantzig. Comparison of vector and parallel implementation of simulated annealing algorithm. Future Generation Computer Systems, special issue HPCN 94, Vol. 11,. 34
18 2 20 W/C W/C W/C 4-4-1 0.05 1.0 1000 1. 1 1.1 1 1.2 3 2. 4 2.1 4 (1) 4 (2) 4 2.2 5 (1) 5 (2) 5 2.3 7 3. 8 3.1 8 3.2 ( ) 11 3.3 11 (1) 12 (2) 12 4. 14 4.1 14 4.2 14 (1) 15 (2) 16 (3) 17 4.3 17 5. 19
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