论文标题

在相关且长时间的空间场景中,对模拟退火的性能进行了详尽的研究

A thorough study of the performance of simulated annealing with geometric cooling in correlated and long tailed spatial scenarios

论文作者

da Silva, Roberto, Filho, Eliseu Venites, Alves, Alexandre

论文摘要

元硫疗法是在优化无序系统的优化中使用的模拟退火,它超越了物理学,而旅行推销员是一个范式的NP完整问题,允许在不同随机环境中推断算法的重要理论特性。文献中探讨了许多版本的算法,但到目前为止,城市坐标的统计分布对算法性能的影响已被忽略。我们提出了一种简单的方法来通过分析相关系统中模拟退火(几何冷却)的标准版本的性能,其基于独立随机变量的线性组合的简单可用方法。我们的结果表明,性能取决于坐标的统计分布的形状,但不一定取决于其均匀分布和正常分布案例证实的方差。另一方面,一项具有不同功率定律(不同衰减指数)的研究始终会产生不同的性能。我们表明,即使在最佳版本中,当坐标的分布没有第一时刻时,模拟退火的性能也不会改善。但是,令人惊讶的是,我们仍然观察到未定义第二时的情况,而不是定义第一个时刻的情况。有限尺寸的缩放尺寸适合,通用法律支持我们的所有结果。此外,我们的研究表明何时必须缩放成本。

Metaheuristics, as the simulated annealing used in the optimization of disordered systems, goes beyond physics, and the traveling salesman is a paradigmatic NP-complete problem that allows inferring important theoretical properties of the algorithm in different random environments. Many versions of the algorithm are explored in the literature, but so far the effects of the statistical distribution of the coordinates of the cities on the performance of the algorithm have been neglected. We propose a simple way to explore this aspect by analyzing the performance of a standard version of the simulated annealing (geometric cooling) in correlated systems with a simple and useful method based on a linear combination of independent random variables. Our results suggest that performance depends on the shape of the statistical distribution of the coordinates but not necessarily on its variance corroborated by the cases of uniform and normal distributions. On the other hand, a study with different power laws (different decay exponents) for the coordinates always produces different performances. We show that the performance of the simulated annealing, even in its best version, is not improved when the distribution of the coordinates does not have the first moment. However, surprisingly, we still observe improvements in situations where the second moment is not defined but not where the first one is not defined. Finite-size scaling fits, and universal laws support all of our results. In addition, our study show when the cost must be scaled.

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