# https://en.wikipedia.org/wiki/Simulated_annealing import math import random from hill_climbing import SearchProblem def simulated_annealing( search_prob, find_max: bool = True, max_x: float = math.inf, min_x: float = -math.inf, max_y: float = math.inf, min_y: float = -math.inf, visualization: bool = False, start_temperate: float = 100, rate_of_decrease: float = 0.01, threshold_temp: float = 1, ) -> SearchProblem: """ Implementation of the simulated annealing algorithm. We start with a given state, find all its neighbors. Pick a random neighbor, if that neighbor improves the solution, we move in that direction, if that neighbor does not improve the solution, we generate a random real number between 0 and 1, if the number is within a certain range (calculated using temperature) we move in that direction, else we pick another neighbor randomly and repeat the process. Args: search_prob: The search state at the start. find_max: If True, the algorithm should find the minimum else the minimum. max_x, min_x, max_y, min_y: the maximum and minimum bounds of x and y. visualization: If True, a matplotlib graph is displayed. start_temperate: the initial temperate of the system when the program starts. rate_of_decrease: the rate at which the temperate decreases in each iteration. threshold_temp: the threshold temperature below which we end the search Returns a search state having the maximum (or minimum) score. """ search_end = False current_state = search_prob current_temp = start_temperate scores = [] iterations = 0 best_state = None while not search_end: current_score = current_state.score() if best_state is None or current_score > best_state.score(): best_state = current_state scores.append(current_score) iterations += 1 next_state = None neighbors = current_state.get_neighbors() while ( next_state is None and neighbors ): # till we do not find a neighbor that we can move to index = random.randint(0, len(neighbors) - 1) # picking a random neighbor picked_neighbor = neighbors.pop(index) change = picked_neighbor.score() - current_score if ( picked_neighbor.x > max_x or picked_neighbor.x < min_x or picked_neighbor.y > max_y or picked_neighbor.y < min_y ): continue # neighbor outside our bounds if not find_max: change = change * -1 # in case we are finding minimum if change > 0: # improves the solution next_state = picked_neighbor else: probability = (math.e) ** ( change / current_temp ) # probability generation function if random.random() < probability: # random number within probability next_state = picked_neighbor current_temp = current_temp - (current_temp * rate_of_decrease) if current_temp < threshold_temp or next_state is None: # temperature below threshold, or could not find a suitable neighbor search_end = True else: current_state = next_state if visualization: from matplotlib import pyplot as plt plt.plot(range(iterations), scores) plt.xlabel("Iterations") plt.ylabel("Function values") plt.show() return best_state if __name__ == "__main__": def test_f1(x, y): return (x ** 2) + (y ** 2) # starting the problem with initial coordinates (12, 47) prob = SearchProblem(x=12, y=47, step_size=1, function_to_optimize=test_f1) local_min = simulated_annealing( prob, find_max=False, max_x=100, min_x=5, max_y=50, min_y=-5, visualization=True ) print( "The minimum score for f(x, y) = x^2 + y^2 with the domain 100 > x > 5 " f"and 50 > y > - 5 found via hill climbing: {local_min.score()}" ) # starting the problem with initial coordinates (12, 47) prob = SearchProblem(x=12, y=47, step_size=1, function_to_optimize=test_f1) local_min = simulated_annealing( prob, find_max=True, max_x=100, min_x=5, max_y=50, min_y=-5, visualization=True ) print( "The maximum score for f(x, y) = x^2 + y^2 with the domain 100 > x > 5 " f"and 50 > y > - 5 found via hill climbing: {local_min.score()}" ) def test_f2(x, y): return (3 * x ** 2) - (6 * y) prob = SearchProblem(x=3, y=4, step_size=1, function_to_optimize=test_f1) local_min = simulated_annealing(prob, find_max=False, visualization=True) print( "The minimum score for f(x, y) = 3*x^2 - 6*y found via hill climbing: " f"{local_min.score()}" ) prob = SearchProblem(x=3, y=4, step_size=1, function_to_optimize=test_f1) local_min = simulated_annealing(prob, find_max=True, visualization=True) print( "The maximum score for f(x, y) = 3*x^2 - 6*y found via hill climbing: " f"{local_min.score()}" )