Statistics and Computing

, Volume 2, Issue 1, pp 7–17

Optimal decomposition of probabilistic networks by simulated annealing

  • Uffe Kjærulff

DOI: 10.1007/BF01890544

Cite this article as:
Kjærulff, U. Stat Comput (1992) 2: 7. doi:10.1007/BF01890544


This paper investigates the applicability of a Monte Carlo technique known as ‘simulated annealing’ to achieve optimum or sub-optimum decompositions of probabilistic networks under bounded resources. High-quality decompositions are essential for performing efficient inference in probabilistic networks. Optimum decomposition of probabilistic networks is known to be NP-hard (Wen, 1990). The paper proves that cost-function changes can be computed locally, which is essential to the efficiency of the annealing algorithm. Pragmatic control schedules which reduce the running time of the annealing algorithm are presented and evaluated. Apart from the conventional temperature parameter, these schedules involve the radius of the search space as a new control parameter. The evaluation suggests that the inclusion of this new parameter is important for the success of the annealing algorithm for the present problem.


Simulated annealingglobal optimizationMonte Carlo algorithmsgraph decompositionprobabilistic networksNP-complete problems

Copyright information

© Chapman & Hall 1992

Authors and Affiliations

  • Uffe Kjærulff
    • 1
  1. 1.Department of Mathematics and Computer Science, Institute of Electronic SystemsAalborg UniversityAalborgDenmark