Optimisation with simulated annealing through regularisation of the target function

A method is presented for function optimisation that generalises the Simulated Annealing algorithm by applying convolutions of the target function with smooth, infinitely differentiable kernels. Hence the search for a global optimum is performed over a sequence of functions that preserve the structu...

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Detalles Bibliográficos
Autor principal: Segura, Enrique Carlos
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2006
Materias:
Ciencias Informáticas
Simulated annealing
stochastic optimisation
function regularisation
smooth kernels
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/22670
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-22670
record_format dspace
spelling I19-R120-10915-226702024-05-14T17:57:50Z http://sedici.unlp.edu.ar/handle/10915/22670 Optimisation with simulated annealing through regularisation of the target function Segura, Enrique Carlos 2006-10 2006-10 2012-10-19T13:52:16Z en Ciencias Informáticas Simulated annealing stochastic optimisation function regularisation smooth kernels A method is presented for function optimisation that generalises the Simulated Annealing algorithm by applying convolutions of the target function with smooth, infinitely differentiable kernels. Hence the search for a global optimum is performed over a sequence of functions that preserve the structure of the original one and converge to it pointwise. From an experimental point of view, the purpose of this paper was to compare the efficiency of this approach with that of the conventional Simulated Annealing. To do this, the proposed technique was tested both on complex combinatorial (discrete) problems (e.g. the Travelling Salesman Problem) and on the search of global minima for continuous functions. In some cases, performance was improved in terms of final results, while in other ones, even if no improvements were attained over the usual Simulated Annealing algorithm, the proposed method shows interesting abilities to provide fairly good approximations in relatively few iterations, i.e. at early stages of the search process. Red de Universidades con Carreras en Informática Objeto de conferencia Objeto de conferencia http://creativecommons.org/licenses/by-nc-sa/2.5/ar/ Creative Commons Attribution-NonCommercial-ShareAlike 2.5 Argentina (CC BY-NC-SA 2.5) application/pdf 1301-1306
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Informáticas
Simulated annealing
stochastic optimisation
function regularisation
smooth kernels
spellingShingle Ciencias Informáticas
Simulated annealing
stochastic optimisation
function regularisation
smooth kernels
Segura, Enrique Carlos
Optimisation with simulated annealing through regularisation of the target function
topic_facet Ciencias Informáticas
Simulated annealing
stochastic optimisation
function regularisation
smooth kernels
description A method is presented for function optimisation that generalises the Simulated Annealing algorithm by applying convolutions of the target function with smooth, infinitely differentiable kernels. Hence the search for a global optimum is performed over a sequence of functions that preserve the structure of the original one and converge to it pointwise. From an experimental point of view, the purpose of this paper was to compare the efficiency of this approach with that of the conventional Simulated Annealing. To do this, the proposed technique was tested both on complex combinatorial (discrete) problems (e.g. the Travelling Salesman Problem) and on the search of global minima for continuous functions. In some cases, performance was improved in terms of final results, while in other ones, even if no improvements were attained over the usual Simulated Annealing algorithm, the proposed method shows interesting abilities to provide fairly good approximations in relatively few iterations, i.e. at early stages of the search process.
format Objeto de conferencia
Objeto de conferencia
author Segura, Enrique Carlos
author_facet Segura, Enrique Carlos
author_sort Segura, Enrique Carlos
title Optimisation with simulated annealing through regularisation of the target function
title_short Optimisation with simulated annealing through regularisation of the target function
title_full Optimisation with simulated annealing through regularisation of the target function
title_fullStr Optimisation with simulated annealing through regularisation of the target function
title_full_unstemmed Optimisation with simulated annealing through regularisation of the target function
title_sort optimisation with simulated annealing through regularisation of the target function
publishDate 2006
url http://sedici.unlp.edu.ar/handle/10915/22670
work_keys_str_mv AT seguraenriquecarlos optimisationwithsimulatedannealingthroughregularisationofthetargetfunction
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