six-hump camelback.m

通用模拟退火优化算法 General simulated annealing algorithm 模拟退火优化算法能过较大限度的避免局部最优解

%six-hump camelback"函数形式为
camel = @(x,y)(4-2.1*x.^2+x.^4/3).*x.^2+x.*y+4*(y.^2-1).*y.^2;
%我们先将该函数化成标准形式
loss = @(p)camel(p(1),p(2));
%ANNeAL的调用格式和matlab优化工具箱中的大部分函数相似
%[minimum,fval] = anneal(loss, x0 options),loss是优化函数；x0是初值；options是参数设置，详见help anneal
[x f] = anneal(loss,[0 0])
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  Initial temperature:      1
  Final temperature:        4.01735e-007
  Consecutive rejections:   1153
  Number of function calls: 5993
  Total final loss:         -1.03163

x =

    0.0897   -0.7128


f =

   -1.0316