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<a name="A-simulated-annealing-_0028stochastic_0029-optimizer"></a>
<h3 class="section">1.17 A simulated annealing (stochastic) optimizer</h3>
<a name="index-samin"></a>

<p>This simulated annealing algorithm implicitely honours bound
constraints.
</p>
<a name="Helptext_003a-6"></a>
<h4 class="subheading">Helptext:</h4>

<a name="XREFsamin"></a><pre class="verbatim">samin: simulated annealing minimization of a function. See samin_example.m

usage: [x, obj, convergence, details] = samin(&quot;f&quot;, {args}, {control})

Arguments:
* &quot;f&quot;: function name (string)
* {args}: a cell array that holds all arguments of the function,
* {control}: a cell array with 11 elements
        * LB  - vector of lower bounds
        * UB - vector of upper bounds
        * nt - integer: # of iterations between temperature reductions
        * ns - integer: # of iterations between bounds adjustments
        * rt - (0 &lt; rt &lt;1): temperature reduction factor
        * maxevals - integer: limit on function evaluations
        * neps - integer:  number of values final result is compared to
        * functol -   (&gt; 0): the required tolerance level for function value
                           comparisons
        * paramtol -  (&gt; 0): the required tolerance level for parameters
        * verbosity - scalar: 0, 1, or 2.
                * 0 = no screen output
                * 1 = only final results to screen
                * 2 = summary every temperature change
        * minarg - integer: which of function args is minimization over?

Returns:
* x: the minimizer
* obj: the value of f() at x
* convergence:
        0 if no convergence within maxevals function evaluations
        1 if normal convergence to a point interior to the parameter space
        2 if convergence to point very near bounds of parameter space
          (suggest re-running with looser bounds)
* details: a px3 matrix. p is the number of times improvements were found.
           The columns record information at the time an improvement was found
           * first: cumulative number of function evaluations
           * second: temperature
           * third: function value

Example: see samin_example



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octave-optim 1.5.2-4 / usr / share / doc / octave-optim / html / samin.html
