Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / samin_example.m

diff --git a/octave_packages/optim-1.2.0/samin_example.m b/octave_packages/optim-1.2.0/samin_example.m
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+## 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 3 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;
+# setting ub and lb to same value restricts that parameter, and the algorithm does not search
+ub(1,:) = 0;
+lb(1,:) = 0;
+theta(1,:) = 0; # must satisfy restriction
+
+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);
+