Rigorous finite-time guarantees for optimization on continuous domains by simulated annealing

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Neutronic optimization in high conversion Th-233U fuel assembly with simulated annealing

This paper reports on fuel design optimization of a PWR operating in a self sustainable Th-233U fuel cycle. Monte Carlo simulated annealing method was used in order to identify the fuel assembly configuration with the most attractive breeding performance. In previous studies, it was shown that breeding may be achieved by employing heterogeneous Seed-Blanket fuel geometry. The arrangement of seed and blanket pins within the assemblies may be determined by varying the designed parameters based on basic reactor physics phenomena which affect breeding. However, the amount of free parameters may still prove to be prohibitively large in order to systematically explore the design space for optimal solution. Therefore, the Monte Carlo annealing algorithm for neutronic optimization is applied in order to identify the most favorable design. The objective of simulated annealing optimization is to find a set of design parameters, which maximizes some given performance function (such as relative period of net breeding) under specified constraints (such as fuel cycle length). The first objective of the study was to demonstrate that the simulated annealing optimization algorithm will lead to the same fuel pins arrangement as was obtained in the previous studies which used only basic physics phenomena as guidance for optimization. In the second part of this work, the simulated annealing method was used to optimize fuel pins arrangement in much larger fuel assembly, where the basic physics intuition does not yield clearly optimal configuration. The simulated annealing method was found to be very efficient in selecting the optimal design in both cases. In the future, this method will be used for optimization of fuel assembly design with larger number of free parameters in order to determine the most favorable trade-off between the breeding performance and core average power density.