# Copyright (C) 2004 Michael Creel <michael.creel@uab.es> # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; If not, see <http://www.gnu.org/licenses/>. # samin_example: example script that contains examples of how to call # samin for minimization using simulated annealing. # Edit the script to see how samin may be used. # # usage: samin_example 1; # this is a script file # Example objective function # remember that cos(0)=1, so # "a" has a local minimum at 0 (each dimension) # "b" makes the function value 0 at min # "c" adds some curvature to make the min # at (0,0,...,0) global. # the closer is "curvature" to zero the more alike are # the local mins, so the harder the global min is to find function f = obj(theta, curvature); dim = rows(theta); a = sum(exp(-cos(theta))); b = - dim*exp(-1); c = sum(curvature*theta .^ 2); f = a + b + c; endfunction k = 5; # dimensionality theta = rand(k,1)*10 - 5; # random start value # if you set "curvature" very small, # you will need to increase nt, ns, and rt # to minimize sucessfully curvature = 0.01; # SA controls ub = 10*ones(rows(theta),1); lb = -ub; nt = 20; ns = 5; rt = 0.5; # careful - this is too low for many problems maxevals = 1e10; neps = 5; functol = 1e-10; paramtol = 1e-3; verbosity = 1; # only final results. Inc minarg = 1; control = { lb, ub, nt, ns, rt, maxevals, neps, functol, paramtol, verbosity, 1}; # do sa t=cputime(); [theta, obj_value, convergence] = samin("obj", {theta, curvature}, control); t = cputime() - t; printf("Elapsed time = %f\n\n\n",t);

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