Improving Simulated Annealing by Recasting it as a Non-Cooperative Game

AbstractThegame-theoreticfieldofCOllectiveINtelligence(COIN)concernsthedesignofcomputer-basedplayersengagedinanon-cooperativegame sothatasthoseplayerspursuetheirself-interests,apre-specifiedglobalgoalforthecollectivecomputationalsystemisachieved"asaside-eRect'.PreviousimplementationsofCOIN algorithmshaveoutperformedconventionaltechniquesbyup toseveralordersofmagnitude,ondomainsrangingfromtelecommunica-tionscontroltooptimizationincongestionproblems.Recentmathematicaldevelopmentshaverevealedthatthesepreviouslydevelopedgame-theory-motivatedalgorithmswerebasedon onlytwoofthethreefactorsdeterminingperformance.Considerationofonlythethirdfactorwould insteadleadtoconventionaloptimizationtechniqueslikesimulatedannealingthathavelittletodowithnon-cooperativegames. Inthispaperwe presentanalgorithmbasedonallthreetermsatonce.Thisalgorithmcanbeviewedasaway tomodifysimu-latedannealingbyrecastingitasanon-cooperativegame,witheachvariablereplacedby aplayer.Thisrecastingallowsustoleveragetheintelligentbehavioroftheindividualplayerstosubstantiallyimprovetheexplorationstepofthesimulatedannealing.Experimentsarepresenteddemonstratingthatthisrecastingimprovessimulatedannealingbyseveralordersofmagnitudeforspinglassrelaxationand bin-packing.

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