```
# https://en.wikipedia.org/wiki/Simulated_annealing
import math
import random
from typing import Any
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,
) -> Any:
"""
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()}"
)
```