How to find neighboring solutions in simulated annealing? - algorithm

I'm working on an optimization problem and attempting to use simulated annealing as a heuristic. My goal is to optimize placement of k objects given some cost function. Solutions take the form of a set of k ordered pairs representing points in an M*N grid. I'm not sure how to best find a neighboring solution given a current solution. I've considered shifting each point by 1 or 0 units in a random direction. What might be a good approach to finding a neighboring solution given a current set of points?
Since I'm also trying to learn more about SA, what makes a good neighbor-finding algorithm and how close to the current solution should the neighbor be? Also, if randomness is involved, why is choosing a "neighbor" better than generating a random solution?

I would split your question into several smaller:
Also, if randomness is involved, why is choosing a "neighbor" better than generating a random solution?
Usually, you pick multiple points from a neighborhood, and you can explore all of them. For example, you generate 10 points randomly and choose the best one. By doing so you can efficiently explore more possible solutions.
Why is it better than a random guess? Good solutions tend to have a lot in common (e.g. they are close to each other in a search space). So by introducing small incremental changes, you would be able to find a good solution, while random guess could send you to completely different part of a search space and you'll never find an appropriate solution. And because of the curse of dimensionality random jumps are not better than brute force - there will be too many places to jump.
What might be a good approach to finding a neighboring solution given a current set of points?
I regret to tell you, that this question seems to be unsolvable in general. :( It's a mix between art and science. Choosing a right way to explore a search space is too problem specific. Even for solving a placement problem under varying constraints different heuristics may lead to completely different results.
You can try following:
Random shifts by fixed amount of steps (1,2...). That's your approach
Swapping two points
You can memorize bad moves for some time (something similar to tabu search), so you will use only 'good' ones next 100 steps
Use a greedy approach to generate a suboptimal placement, then improve it with methods above.
Try random restarts. At some stage, drop all of your progress so far (except for the best solution so far), raise a temperature and start again from a random initial point. You can do this each 10000 steps or something similar
Fix some points. Put an object at point (x,y) and do not move it at all, try searching for the best possible solution under this constraint.
Prohibit some combinations of objects, e.g. "distance between p1 and p2 must be larger than D".
Mix all steps above in different ways
Try to understand your problem in all tiniest details. You can derive some useful information/constraints/insights from your problem description. Assume that you can't solve placement problem in general, so try to reduce it to a more specific (== simpler, == with smaller search space) problem.
I would say that the last bullet is the most important. Look closely to your problem, consider its practical aspects only. For example, a size of your problems might allow you to enumerate something, or, maybe, some placements are not possible for you and so on and so forth. THere is no way for SA to derive such domain-specific knowledge by itself, so help it!
How to understand that your heuristic is a good one? Only by practical evaluation. Prepare a decent set of tests with obvious/well-known answers and try different approaches. Use well-known benchmarks if there are any of them.
I hope that this is helpful. :)

Related

Algorithm to find smallest number of points to cover area (war game)

I'm dealing with a war game. I have a list of my bases B(x,y) from which I can send attacks on the enemy (they have bases between my own bases). Each base B can attack at a range R (the same radius for all bases). How can I find my bases to be able to attack as many enemy bases as possible, but use a minimum number of my bases?
I've reduced the problem to finding the minimum number of bases (and their coordinates) required to cover the largest area possible. I wonder if there is a better way than looking at all the possible combinations and because the number of bases could reach thousands.
Example: If the attack radius is 10 and I have five bases in a square and its center: (0,0), (10,0), (10,10), (0,10), (5,5) then the answer is that only the first four would be needed because all the area covered by the one in the center is already covered by the others.
Note 1 The solution must be single-threaded.
Note 2 The solution doesn't have to be perfect if that means a big gain in speed. The number of bases reaches thousands and this needs to use as little time as possible. I would consider running time greater than 100 ms for 10,000 bases in Python on a modern computer unacceptable, so I was thinking maybe I could start by eliminating the obvious, like if there are multiple bases within R/10 distance of each other, simply eliminate all except for one (whichever).
If I understand you correctly, the enemy bases and your bases are given as well as the (constant) attack radius. I.e. if you select one of your bases, you know exactly which of the enemy bases get attacked due to the selection.
The first step would be to eliminate those enemy cities from the problem which can not be attacked by any of your bases. Then, selecting all of your bases guarantees attacking all attackable enemy bases, so there is solution that attacks as many enemy bases as possible.
Under all those solutions you are looking for the one that uses the minimum number of your bases. This problem is equivalent to the https://en.wikipedia.org/wiki/Set_cover_problem, which is unfortunately NP-hard. You can apply all known solution methods such as Integer Linear Programming or the already mentioned greedy algorithm / metaheuristics.
If your problem instance is large and runtime is the primary concern, greedy is probably the way to go. For example you could always add that particular base of yours to the selection which adds the highest number of enemy bases that can be attacked which were previously not under attack by your already selected bases.
Hum the solution depends on your needs. If you need real time answer, maybe a greedy algorithm could provide good solution.
Other solution could be using meta-heuristic with constraint time(http://en.wikipedia.org/wiki/Metaheuristic). I probably would use genetic algorithm to search a solution for this problem under a limited time.
If interested I can provide a toy example of implementation in Python.
EDIT :
When you have to provide solution quickly a greedy algorithm is often better. But in your case I doubt. Particularity of many greedy algorithm is that you need to start from scratch each time you try to compute a new result.
Speaking again of genetic algorithm, you could for example each time you have to take a decision restart the search process from its last result. In fact you could probably let him turning has a subprocess and each 100ms take the better solution computed during the last loop.
If not too greedy in computing resource, this solution would provide better results than greedy one on the long run as the solution will probably need to be adapted to the changes of the situation but many element will stay unchanged. Just be aware that initializing a meta-search with the solution of a greedy algorithm is anyway a good idea!

How genetic algorithm is different from random selection and evaluation for fittest?

I have been learning the genetic algorithm since 2 months. I knew about the process of initial population creation, selection , crossover and mutation etc. But could not understand how we are able to get better results in each generation and how its different than random search for a best solution. Following I am using one example to explain my problem.
Lets take example of travelling salesman problem. Lets say we have several cities as X1,X2....X18 and we have to find the shortest path to travel. So when we do the crossover after selecting the fittest guys, how do we know that after crossover we will get a better chromosome. The same applies for mutation also.
I feel like its just take one arrangement of cities. Calculate the shortest distance to travel them. Then store the distance and arrangement. Then choose another another arrangement/combination. If it is better than prev arrangement, then save the current arrangement/combination and distance else discard the current arrangement. By doing this also, we will get some solution.
I just want to know where is the point where it makes the difference between random selection and genetic algorithm. In genetic algorithm, is there any criteria that we can't select the arrangement/combination of cities which we have already evaluated?
I am not sure if my question is clear. But I am open, I can explain more on my question. Please let me know if my question is not clear.
A random algorithm starts with a completely blank sheet every time. A new random solution is generated each iteration, with no memory of what happened before during the previous iterations.
A genetic algorithm has a history, so it does not start with a blank sheet, except at the very beginning. Each generation the best of the solution population are selected, mutated in some way, and advanced to the next generation. The least good members of the population are dropped.
Genetic algorithms build on previous success, so they are able to advance faster than random algorithms. A classic example of a very simple genetic algorithm, is the Weasel program. It finds its target far more quickly than random chance because each generation it starts with a partial solution, and over time those initial partial solutions are closer to the required solution.
I think there are two things you are asking about. A mathematical proof that GA works, and empirical one, that would waive your concerns.
Although I am not aware if there is general proof, I am quite sure at least a good sketch of a proof was given by John Holland in his book Adaptation in Natural and Artificial Systems for the optimization problems using binary coding. There is something called Holland's schemata theoerm. But you know, it's heuristics, so technically it does not have to be. It basically says that short schemes in genotype raising the average fitness appear exponentially with successive generations. Then cross-over combines them together. I think the proof was given only for binary coding and got some criticism as well.
Regarding your concerns. Of course you have no guarantee that a cross-over will produce a better result. As two intelligent or beautiful parents might have ugly stupid children. The premise of GA is that it is less likely to happen. (As I understand it) The proof for binary coding hinges on the theoerm that says a good partial patterns will start emerging, and given that the length of the genotype should be long enough, such patterns residing in different specimen have chance to be combined into one improving his fitness in general.
I think it is fairly easy to understand in terms of TSP. Crossing-over help to accumulate good sub-paths into one specimen. Of course it all depends on the choice of the crossing method.
Also GA's path towards the solution is not purely random. It moves towards a certain direction with stochastic mechanisms to escape trappings. You can lose best solutions if you allow it. It works because it wants to move towards the current best solutions, but you have a population of specimens and they kind of share knowledge. They are all similar, but given that you preserve diversity new better partial patterns can be introduced to the whole population and get incorporated into the best solutions. This is why diversity in population is regarded as very important.
As a final note please remember the GA is a very broad topic and you can modify the base in nearly every way you want. You can introduce elitarism, taboos, niches, etc. There is no one-and-only approach/implementation.

How do I guarantee that a cellular automata generated maze is solvable/interesting?

I am writing a maze generation algorithm, and this wikipedia article caught my eye. I decided to implement it in java, which was a cinch. The problem I am having is that while a maze-like picture is generated, the maze often is not solvable and is not often interesting. What I mean by interesting is that there are a vast number of unreachable places and often there are many solutions.
I implemented the 1234/3 rule (although is is changeable easily, see comments for an explanation) with a roughly 50/50 distribution in the start. The mazes always reach an equilibrium where there is no change between t-steps.
My question is, is there a way to guarantee the mazes solvability from a fixed start and endpoint? Also, is there a way to make the maze more interesting to solve (fewer/one solution and few/no unreachable places)? If this is not possible with cellular automata, please tell me. Thank you.
I don't think it's possible to ensure a solvable, interesting maze through simple cellular automata, unless there's some specific criteria that can be placed on the starting state. The fact that cells have no knowledge of the overall shape because each cell won't be able to coordinate with the group as a whole.
If you're insistent on using them, you could do some combination of modification and pathfinding after generation is finished, but other methods (like the ones shown in the Wikipedia article or this question) are simpler to implement and won't result in walls that take up a whole cell (unless you want that).
the root of the problem is that "maze quality" is a global measure, but your automaton cells are restricted to a very local knowledge of the system.
to resolve this, you have three options:
add the global information from outside. generate mazes using the automaton and random initial data, then measure the maze quality (eg using flood fill or a bunch of other maze solving techniques) and repeat until you get a result you like.
use a much more complex set of explicit rules and state. you can work out a set of rules / cell values that encode both the presence of walls and the lengths / quality of paths. for example, -1 would be a wall and a positive value would be the sum of all neighbours above and to the left. then positive values encode the path distance from top left, roughly. that's not enough, but it shows the general idea... you need to encode an algorithm about the maze "directly" in the rules of the system.
use a less complex, but still turing complete, set of rules, and encode the rules for maze generation in the initial state. for example, you could use conway's life and construct an initial state that is a "program" that implements maze generation via gliders etc etc.
if it helps any you could draw a parallel between the above and:
ghost in the machine / external user
FPGA
programming a general purpose CPU
Run a path finding algorithm over it. Dijkstra would give you a sure way to compute all solutions. A* would give you one good solution.
The difficulty of a maze can be measured by the speed at which these algorithms solve it.
You can add some dead-ends in order to shut down some solutions.

Combat strategy for ants

This question refers to the Google-sponsored AI Challenge, a contest that happens every few months and in which the contenders need to submit a bot able to autonomously play a game against other robotic players. The competition that just closed was called "ants" and you can read all its specification here, if you are interested.
My question is specific to one aspect of ants: combat strategy.
The problem
Given a grid of discrete coordinates [like a chessboard] and given that each player has a number of ants that at each turn can either:
stay still
move east / north / west / south,
...an ant will be killed by an enemy ant if an enemy ant in range is surrounded by less (or the same) of its own enemies than the ant [equivalent to: "An ant will kill an enemy ant if an enemy in range is surrounded by more (or the same) enemies than its target"]
A visual example:
In this case the yellow ants are going to move west, and the orange ant, not being able to move away [blue tiles are blocking] will have two yellow ants "in range" and will die (if the explanation is still not clear, I invite you to visit the link above to see more examples and explained scenarios).
The question
My question is substantially about complexity. I thought to this problem extensively, but I still couldn't come up with an acceptable way to calculate the optimal set of moves in a reasonable time. It seems to me that for finding the best possible set of moves for my ants, I should evaluate the outcome for every possible scenario, but since battles can be pretty crowded with ants, this would mean that computation time would grow exponentially (5^n, with n being the number of ants involved).
Another limitation of this approach is that the solution being worked on doesn't improve its effectiveness proportionally to the time spent computing, so arbitrarily interrupting its execution might leave you with a non-acceptable solution.
I suspect that a good solution might be found via some geometrical considerations in combination with linear algebra, (maybe calculating some "centres of gravity" for groups of ants?) but I could not pass the level of "intuition" on this...
So, my question really boils down to:
How should this problem be approached to find [nearly] optimal solutions in a computation time of ~50-100 ms on a modern machine (this figure is derived by the official contest rules)?
If you are interested by the problem and need some inspiration, I highly recommend to watch some of the available game replays.
I think your problem can be solved by turning the problem around.
Instead of calculating the best moves - per ant - you could caclulate the best move candidates per discrete position on your playing board.
+1 for a save place
+2 for a place that results in an enemy dying
-1 point for a position of certain death
That would scale in a linear way - but have some trade off in not providing best individual movement.
Maybe worth a try :)
Tricky indeed. You may find some hints in Bee algorithms. This is a set of algorithms to use swarm cooperation and 'reasonable computation time'. Bee algorithms can for instance be used to roughly (!) solve the traveling salesman problem. I expect that these algorithms can provide you with the best solution given computing time.
Of course, the problem can be simplified using geometry: relative positions of ants in a neighbourhood are more important than absolute positions. And also light_303's solution is complementatry to the search pattern I propose.
EDIT FROM THE OP:
I'm selecting this answer as accepted as the winner of the contest published a post-mortem analysis of his code, and indeed he followed the approach suggested by the author of this answer. You can read the winner's blog entry here.
For these kind of problems, MinMax algorithm with alpha beta pruning is usually used. (*) [simple explanation for minmax and alpa beta prunning is at the end, but for more details, the wikipedia page should also be read].
In order to overcome the problem you have mentioned about extremely large number of possible moves, a common improvement is doing the minmax algorithm iteratively. At first you explore all nodes until depth 1, and find the best solution. If you still have some time: explore all nodes until depth 2, and now chose a new more informed best solution, and so on...
When out of time: gives the best solution you could find, at the last level you explored.
To further improve your solution, you might want to reorder the nodes you develop: for iteration i, sort the nodes in iteration (i-1) [by their heuristical value for each vertex] and explore each possibility according the order. The idea behind it is that you are more likely to prun more vertices, if you first investigate the "best" solutions.
The problem here remains finding a good heuristical function, which evaluates "how good a state is"
(*)The MinMax algorithm is simple: You explore the game tree, and decide what will you do for each state, and what is your oponent is most likely to do for each action. This is done until depth k, where k is given to the algorithm.
The alpha beta prunning is an addition to minmax, which tells you "which nodes should not be explored anymore, since any way I am not going to chose them, because I have a better solution"
My question is substantially about complexity. I thought to this
problem extensively, but I still couldn't come up with an acceptable
way to calculate the optimal set of moves in a reasonable time.
Exactly!
It's an AI competition. AI deals with problems which are too complex to be solved with optimal algorithms.
So you have to try "stuff", like your idea about centers of gravity. Even better would be some genetic algorithms where better strategies are found through natural selection (but it's hard to set up some evolving "framework" for that).
BTW: you can see the blog of the current leader and his strategy is surprisingly simple.

Writing Simulated Annealing algorithm for 0-1 knapsack in C#

I'm in the process of learning about simulated annealing algorithms and have a few questions on how I would modify an example algorithm to solve a 0-1 knapsack problem.
I found this great code on CP:
http://www.codeproject.com/KB/recipes/simulatedAnnealingTSP.aspx
I'm pretty sure I understand how it all works now (except the whole Bolzman condition, as far as I'm concerned is black magic, though I understand about escaping local optimums and apparently this does exactly that). I'd like to re-design this to solve a 0-1 knapsack-"ish" problem. Basically I'm putting one of 5,000 objects in 10 sacks and need to optimize for the least unused space. The actual "score" I assign to a solution is a bit more complex, but not related to the algorithm.
This seems easy enough. This means the Anneal() function would be basically the same. I'd have to implement the GetNextArrangement() function to fit my needs. In the TSM problem, he just swaps two random nodes along the path (ie, he makes a very small change each iteration).
For my problem, on the first iteration, I'd pick 10 random objects and look at the leftover space. For the next iteration, would I just pick 10 new random objects? Or am I best only swapping out a few of the objects, like half of them or only even one of them? Or maybe the number of objects I swap out should be relative to the temperature? Any of these seem doable to me, I'm just wondering if someone has some advice on the best approach (though I can mess around with improvements once I have the code working).
Thanks!
Mike
With simulated annealing, you want to make neighbour states as close in energy as possible. If the neighbours have significantly greater energy, then it will just never jump to them without a very high temperature -- high enough that it will never make progress. On the other hand, if you can come up with heuristics that exploit lower-energy states, then exploit them.
For the TSP, this means swapping adjacent cities. For your problem, I'd suggest a conditional neighbour selection algorithm as follows:
If there are objects that fit in the empty space, then it always puts the biggest one in.
If no objects fit in the empty space, then pick an object to swap out -- but prefer to swap objects of similar sizes.
That is, objects have a probability inverse to the difference in their sizes. You might want to use something like roulette selection here, with the slice size being something like (1 / (size1 - size2)^2).
Ah, I think I found my answer on Wikipedia.. It suggests moving to a "neighbor" state, which usually implies changing as little as possible (like swapping two cities in a TSM problem)..
From: http://en.wikipedia.org/wiki/Simulated_annealing
"The neighbours of a state are new states of the problem that are produced after altering the given state in some particular way. For example, in the traveling salesman problem, each state is typically defined as a particular permutation of the cities to be visited. The neighbours of some particular permutation are the permutations that are produced for example by interchanging a pair of adjacent cities. The action taken to alter the solution in order to find neighbouring solutions is called "move" and different "moves" give different neighbours. These moves usually result in minimal alterations of the solution, as the previous example depicts, in order to help an algorithm to optimize the solution to the maximum extent and also to retain the already optimum parts of the solution and affect only the suboptimum parts. In the previous example, the parts of the solution are the parts of the tour."
So I believe my GetNextArrangement function would want to swap out a random item with an item unused in the set..

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