Presenter: Samuel Xavier-de-Souza

Affiliation: K.U.Leuven - ESAT/SCD/SISTA

Position: Research Assistant

Title: "Cooperative Behavior in Coupled Simulated Annealing Processes with Variance Control"

Presentation preference: Oral

Abstract:
In this work we describe the use of coupling to interconnect different
Simulated Annealing (SA) processes. The objective is to allow
cooperative behavior among the processes in order to improve performance
for global optimization of multi-modal problems. Coupled Simulated
Annealing (CSA) permits a high degree of parallelization while
delivering much better results than a typical Parallel SA (PSA)
algorithm. This is possible due to the introduction of coupling in the
acceptance probability functions. Moreover, the coupling also allows
controlling the variance of the acceptance probabilities. This is
especially important because it reduces the sensitivity
to initial parameters, while guiding optimization to quasi-optimal runs.
It was observed that the solutions generated by CSA are more
concentrated around the global optimum, while PSA has concentrations of
solutions often in unfavorable regions of the cost function. Also, the
number of iterations per process necessary to reach a given minimum
energy tolerance decreases exponentially when the number of optimizers
is increased.