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Dynamic Simulated Annealing with Adaptive Neighborhood Using Hidden Markov Model

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Heuristics for Optimization and Learning

Part of the book series: Studies in Computational Intelligence ((SCI,volume 906))

Abstract

The Simulated Annealing (SA) is a stochastic local search algorithm. Its efficiency involves the adaptation of the neighbourhood structure. In this paper, we integrate Hidden Markov Model (HMM) in SA to dynamically adapt the neighbourhood structure of the simulated annealing at each iteration. HMM has proven its ability to predict the optimal behavior of the neighbourhood function based on the search history. An experiments were performed on many benchmark functions and compared with others SA variants.

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Correspondence to Mohamed Lalaoui .

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Lalaoui, M., El Afia, A., Chiheb, R. (2021). Dynamic Simulated Annealing with Adaptive Neighborhood Using Hidden Markov Model. In: Yalaoui, F., Amodeo, L., Talbi, EG. (eds) Heuristics for Optimization and Learning. Studies in Computational Intelligence, vol 906. Springer, Cham. https://doi.org/10.1007/978-3-030-58930-1_11

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