simulated_annealing

Simulated annealing is a probabilistic meta-heuristic for approximating the global optimum of a given function. It is particularly useful for combinatorial optimization problems such as the Traveling Salesman Problem (TSP), graph coloring, and scheduling.

The library provides the parametric object simulated_annealing(Problem, RandomAlgorithm) where Problem is an object implementing the simulated_annealing_protocol protocol and RandomAlgorithm is one of the algorithms supported by the fast_random library. The algorithm minimizes the energy (cost) function defined by the problem.

A convenience object simulated_annealing(Problem) is also provided, using the Xoshiro128++ random number generator (xoshiro128pp) as the default.

API documentation

Open the ../../docs/library_index.html#simulated-annealing link in a web browser.

Loading

To load all entities in this library, load the loader.lgt file:

| ?- logtalk_load(simulated_annealing(loader)).

Testing

To test this library predicates, load the tester.lgt file:

| ?- logtalk_load(simulated_annealing(tester)).

Features

• Configurable random number generator — the algorithm is parameterized by a fast_random algorithm. Available algorithms include xoshiro128pp, xoshiro128ss, xoshiro256pp, xoshiro256ss, well512a, splitmix64, and as183. The convenience object simulated_annealing(Problem) defaults to xoshiro128pp.

• Boltzmann acceptance criterion — a worse neighbor is accepted with probability exp(-DeltaE / Temperature), allowing the search to escape local minima early in the run while converging as the temperature cools.

• Configurable cooling schedule — default geometric cooling (NewTemp is Temp * 0.995), overridable by defining cooling_schedule/3 in the problem object.

• Custom stop conditions — the search stops when the maximum number of steps is reached or the temperature drops below the minimum temperature. A problem object can define stop_condition/3 to terminate early (e.g. when a good-enough solution is found).

• Delta-energy optimization — when the problem object defines neighbor_state/3, the algorithm uses the returned energy delta directly instead of recomputing the full energy. This is useful when computing the change is cheaper than evaluating the full cost (e.g. a 2-opt swap in TSP).

• Best state tracking — the algorithm tracks the best state found across all iterations and across all restart cycles, not just the final state.

• Progress reporting — if the problem object defines progress/5, it is called periodically with the current step, temperature, best energy, acceptance rate, and improvement rate. A final report is always produced when the loop terminates.

• Run statistics — the run/4 predicate returns a list of statistics including the number of steps, acceptances, improvements, and the final temperature.

• Seed control — the seed(S) option initializes the random number generator for reproducible runs.

• Reheating restarts — the restarts(N) option runs N additional SA cycles after the first. Each restart reheats the temperature to the initial value and begins from the best state found so far, allowing the search to escape deep local minima. Statistics accumulate across all cycles.

• Auto-temperature estimation — the estimate_temperature/1-2 predicates sample random neighbor transitions and compute an initial temperature that would produce a target acceptance rate, avoiding manual tuning.

Defining a problem

A problem object must implement the simulated_annealing_protocol protocol by defining (at least) the following four predicates:

• initial_state(-State) — returns the starting state.

• neighbor_state(+State, -Neighbor) — generates a neighboring state.

• state_energy(+State, -Energy) — computes the cost of a state (to be minimized).

• initial_temperature(-Temperature) — returns the starting temperature.

Optionally, the problem object may also define:

• neighbor_state(+State, -Neighbor, -DeltaEnergy) — generates a neighboring state and returns the energy change directly, avoiding a full energy recomputation. Useful when computing the delta is cheaper than recomputing the full energy (e.g. TSP with a 2-opt swap).

• cooling_schedule(+Temperature, +Step, -NewTemperature) — computes the next temperature. Default: geometric cooling (NewTemp is Temp * 0.995).

• stop_condition(+Step, +Temperature, +BestEnergy) — succeeds when the search should terminate early (e.g. when a good-enough solution is found). Default: the search runs until the maximum number of steps is reached or the temperature drops below the minimum temperature.

• progress(+Step, +Temperature, +BestEnergy, +AcceptanceRate, +ImprovementRate) — called periodically during the optimization to report progress. A final report is always produced when the loop terminates. The acceptance and improvement rates are floats between 0.0 and 1.0.

Options

Options for the run/3-4 predicates:

• max_steps(N) — maximum number of iterations per cycle (default: 10000).

• min_temperature(T) — minimum temperature floor; the search stops when the temperature drops below this value (default: 0.001).

• updates(N) — number of progress reports during the run. Progress is reported by calling progress/5 on the problem object. Set to 0 to disable (default: 0).

• seed(S) — positive integer seed for the random number generator, enabling reproducible runs (default: none).

• restarts(N) — number of additional SA cycles after the first. Each restart reheats the temperature to the initial value and begins from the best state found so far, allowing the search to escape local minima (default: 0).

Options for the estimate_temperature/2 predicate:

• samples(N) — number of random neighbor transitions to sample (default: 200).

• acceptance_rate(P) — target initial acceptance rate as an integer percentage between 1 and 99 (default: 80).

Run statistics

The run/4 predicate returns a list of statistics about the completed run:

• steps(N) — total number of steps executed.

• acceptances(A) — number of accepted moves (both improving and uphill).

• improvements(I) — number of moves that strictly improved the best energy found.

• final_temperature(T) — temperature at termination.

Usage

Defining a problem

Define an object implementing the simulated_annealing_protocol protocol. For example, a simple quadratic minimization problem:

:- object(quadratic,
    implements(simulated_annealing_protocol)).

    initial_state(50.0).
    neighbor_state(X, Y) :-
        random::random(-5.0, 5.0, Delta),
        Y is X + Delta.
    state_energy(X, E) :-
        E is (X - 3.0) * (X - 3.0).
    initial_temperature(100.0).

:- end_object.

Running the algorithm

| ?- simulated_annealing(quadratic)::run(State, Energy).
State = 3.001..., Energy = 0.000...

Running with custom options

| ?- simulated_annealing(quadratic)::run(State, Energy, [max_steps(50000)]).
State = 3.000..., Energy = 0.000...

Running with statistics

| ?- simulated_annealing(quadratic)::run(State, Energy, Stats, []).
State = 3.001..., Energy = 0.000...,
Stats = [steps(10000), acceptances(...), improvements(...), final_temperature(...)]

Reproducible runs with seed

| ?- simulated_annealing(quadratic)::run(S1, E1, [seed(42)]),
     simulated_annealing(quadratic)::run(S2, E2, [seed(42)]).
S1 = S2, E1 = E2.

Reheating restarts

Run 3 SA cycles (1 initial + 2 restarts). Each restart reheats the temperature and begins from the best state found so far:

| ?- simulated_annealing(quadratic)::run(State, Energy, [restarts(2)]).
State = 3.000..., Energy = 0.000...

Auto-temperature estimation

Estimate a good initial temperature for the problem by sampling random neighbor transitions:

| ?- simulated_annealing(quadratic)::estimate_temperature(T).
T = ...

With custom parameters (500 samples, 90% target acceptance rate):

| ?- simulated_annealing(quadratic)::estimate_temperature(T, [samples(500), acceptance_rate(90)]).
T = ...

Using a custom random number generator

Use the two-parameter version to select a specific fast_random algorithm:

| ?- simulated_annealing(quadratic, well512a)::run(State, Energy).
State = 3.001..., Energy = 0.000...

| ?- simulated_annealing(quadratic, xoshiro256ss)::run(State, Energy, [seed(42)]).
State = 3.000..., Energy = 0.000...