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Space of all possible solutions
Fig. 5.
Simulated Annealing also seeks to improve a single solution, but moves may be
made to points in the search space of poorer fitness (adapted from McMinn [66])
potential moves along with better neighbouring solutions. As the search pro-
gresses, however, the temperature reduces, making moves to poorer solutions
more and more unlikely. Eventually,
freezing point
is reached, and from this point
on the search behaves identically to Hill Climbing. Pseudo-code for the Simulated
Annealing algorithm can be seen in Figure 6. The probability of acceptance
p
of
an inferior solution is calculated as
p
=
e
−
t
,where
δ
is the difference in fitness
value between the current solution and the neighbouring inferior solution being
considered, and
t
is the current value of the temperature control parameter.
Select a starting solution
s
S
Select an initial temperature
t>
0
Repeat
it ←
0
Repeat
Select
s
∈ N
(
s
) at random
Δe
∈
fit
(
s
)
←
fit
(
s
)
−
If
Δe <
0
s
s
←
Else
Generate random number
r
,0
≤
r<
1
If
r<e
−
t
Then
s
←
s
End If
it
it
+1
Until
it
=
num solns
Decrease
t
according to cooling schedule
Until Stopping Condition Reached
←
Fig. 6.
High level description of a simulated annealing algorithm, for a problem with
solution space
S
; neighbourhood structure
N
;
num solns
, the number of solutions to
consider at each temperature level
t
;and
fit
, the fitness function to be maximised
(adapted from McMinn [65])
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