sa.m

simulated annealing code of dejong function

% ME6352 
% Global Optimization: Heuristic Method
% Simulated Annealing Project--Dejong Function
        

                 %Date: Feb. 25th,2008
                 %Author: Jin Zhao






function [Xstar, fstar]= SA(tini,kb)
%parameter statment
%af = 0.98; 
%t = af*t
t = tini + 1;        
beta = -kb/t;                             %boltzmann constant kb                         
done = 0;
gobacktostep1 = -1;
p = 0;
r = rand();
testf = 0;
testX = 0;

   [X,f1] = DeJong8;                     % step1 Choose starting design X, 
  
fmin = f1;
Xmin = X;
while ~done
    t = t-1;
    %t = af*t
    if t <= 0.1                          %stopping criteria
    Xstar = Xmin;
    fstar = fmin;
    done = 1;
    break;
else
  
    [testX,testf] = DeJong8;            %choose a random point
    if f1 < testf
        p = 1;
    else
        p = (-beta)*exp(f1-testf);
    end
    r = rand();                         %creat a random number
    if r <= p
        gobacktostep1 = 0;             %the step is accepted and the design vector is update
    else
        gobacktostep1 = 1;              
    end
 end
    if gobacktostep1 == 0
        X = testX;
        f1 = testf;
        if f1 <= fmin
            Xmin = X;
            fmin = f1;
        end
    else
        gobacktostep1 == 1;
        end
end

fstar