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Mutually beneficial relationship in optimization between search-space smoothing and stochastic search

Author

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  • Hasegawa, Manabu
  • Hiramatsu, Kotaro

Abstract

The effectiveness of the Metropolis algorithm (MA) (constant-temperature simulated annealing) in optimization by the method of search-space smoothing (SSS) (potential smoothing) is studied on two types of random traveling salesman problems. The optimization mechanism of this hybrid approach (MASSS) is investigated by analyzing the exploration dynamics observed in the rugged landscape of the cost function (energy surface). The results show that the MA can be successfully utilized as a local search algorithm in the SSS approach. It is also clarified that the optimization characteristics of these two constituent methods are improved in a mutually beneficial manner in the MASSS run. Specifically, the relaxation dynamics generated by employing the MA work effectively even in a smoothed landscape and more advantage is taken of the guiding function proposed in the idea of SSS; this mechanism operates in an adaptive manner in the de-smoothing process and therefore the MASSS method maintains its optimization function over a wider temperature range than the MA.

Suggested Citation

  • Hasegawa, Manabu & Hiramatsu, Kotaro, 2013. "Mutually beneficial relationship in optimization between search-space smoothing and stochastic search," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4491-4501.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:19:p:4491-4501
    DOI: 10.1016/j.physa.2013.05.037
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