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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com>
// Copyright (C) 2010 - DIGITEO - Michael Baudin
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
function [x_best, f_best, mean_list, var_list, temp_list, f_history, x_history , iter ] = optim_sa(x0, sa_f, ItExt, ItInt, T0, Log, param)
// Simulated annealing
// x0 : initial solution
// f : objective function
// ItExt : number of temperature decrease
// ItInt : number of iterations during one temperature step
// T0 : initial temperature
// Log : print some message during the run of the optimization
// param : a parameter list. this list contains the neighobrhood ('neigh_func') and some parameters related to this neighborhood functions (see the
// related function to list the available parameters)
[nargout, nargin] = argn();
if ~isdef("param","local") then
param = [];
end
[temp_law,err] = get_param(param,"temp_law",temp_law_default);
[neigh_func,err] = get_param(param,"neigh_func",neigh_func_default);
[accept_func,err] = get_param(param,"accept_func",accept_func_default);
[output_func,err] = get_param(param,"output_func",[]);
if (~isdef("Log","local")) then
Log = %F;
end
if (nargout>=6) then
f_history_defined = %T;
f_history = list();
else
f_history_defined = %F;
end
if (nargout>=5) then
temp_list_defined = %T;
temp_list = [];
else
temp_list_defined = %F;
end
if (nargout>=7) then
x_history_defined = %T;
x_history = list();
else
x_history_defined = %F;
end
if ~isdef("sa_f","local") then
error(gettext("optim_sa: sa_f is mandatory"));
else
if typeof(sa_f)=="list" then
deff("y=_sa_f(x)","y=sa_f(1)(x, sa_f(2:$))");
else
deff("y=_sa_f(x)","y=sa_f(x)");
end
end
T = T0;
// Some variables needed to record the behavior of the SA
var_list = [];
mean_list = [];
temp_list = [];
x_current = x0;
f_current = _sa_f(x_current);
x_best = x_current;
f_best = f_current;
for iter=1:ItExt
if ( output_func <> [] ) then
stop = output_func ( iter , x_best , f_best , T , saparams );
if (stop) then
break
end
end
f_list = [];
x_list = list();
for j=1:ItInt
x_neigh = neigh_func(x_current,T,param);
f_neigh = _sa_f(x_neigh);
if ((f_neigh<=f_current)|(accept_func(f_current,f_neigh,T)>grand(1,1,"def"))) then
x_current = x_neigh;
f_current = f_neigh;
end
f_list = [f_list f_current];
if (f_best>f_current) then
x_best = x_current;
f_best = f_current;
end
if (x_history_defined) then
x_list($+1) = x_current;
end
end
if (temp_list_defined) then
temp_list = [temp_list T];
end
if (x_history_defined) then
x_history($+1) = x_list;
end
if (f_history_defined) then
f_history($+1) = f_list;
end
// Computation of step_mean and step_var
step_mean = mean(f_list);
step_var = stdev(f_list);
mean_list = [mean_list step_mean];
var_list = [var_list step_var];
if (Log) then
printf(gettext("%s: Temperature step %d / %d - T = %f, E(f(T)) = %f var(f(T)) = %f f_best = %f\n"), "optim_sa", iter, ItExt, T, step_mean, step_var, f_best);
end
T = temp_law(T, step_mean, step_var, iter, max(size(x_current)), param);
end
endfunction
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