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Re: Adaptive Simulated Annealing (ASA) for octave?


From: Michael Creel
Subject: Re: Adaptive Simulated Annealing (ASA) for octave?
Date: Sun, 29 Aug 2010 06:34:01 -0700 (PDT)

It's not the same code, but there is a simulated annealing routine in the
optim package.


octave:1> samin_example

================================================
SAMIN results

==> Normal convergence <==

Convergence tolerances:
Function: 1.000000e-10
Parameters: 1.000000e-03

Objective function value at minimum: 0.000000

           parameter        search width
           -0.000001            0.000009
           -0.000001            0.000005
           -0.000001            0.000002
            0.000000            0.000008
            0.000000            0.000003
================================================
Elapsed time = 1.280080

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