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模拟退火算法 模拟退火算法(Simulated Annealing,简称SA算法)是模拟加热熔化的金属的退火过程,来寻找全局最优解的有效方法之一。 模拟退火的基本思想和步骤如下: 设S={s1,s2,…,sn}为所有可能的状态所构成的集合, f:S—R为非负代价函数,即优化问题抽象如下: 寻找s*∈S,使得f(s*)=min f(si) 任意si∈S (1)给定一较高初始温度T,随机产生初始状态S (2)按一定方式,对当前状态作随机扰动,产生一个新的状态S’ S’=S+sign(η).δ 其中δ为给定的步长, η为[-1,1]的随机数-simulated annealing algorithm (Simulated Annealing, or SA algorithm) is a simulation of heating molten metal in the annealing process, to find the global optimum one of the effective ways. Simulated Annealing basic ideas and the steps are as follows : S = (s1, s2, ..., sn) for all possible state posed by the pool, f : S-R non-negative cost function, that is abstract optimization problems are as follows : Find S * s, making f (s *) = min f (si) arbitrary si S (1) to set a higher initial temperature T, randomly generated initial state S (2) of a certain form, the current state of random disturbance, have a new state S 'S' = S + sign (). delta where given for the step, [-1,1] Random Number
Date : 2008-10-13 Size : 53.91kb User : qianyg

模拟退火算法是为了避免求解最优化出现局部极值的问题而提出的算法,保证最终的结果是全局最优的,该matlab源程序能在matlab环境中实现-simulated annealing method is the best solution in order to avoid a partial optimization of extreme concern raised by the algorithm to ensure that the final result is that the global optimum, the source Matlab can achieve Matlab environment
Date : 2008-10-13 Size : 5.47kb User : yj
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