compute_initial_temp

A SA function which allows to compute the initial temperature of the simulated annealing

Calling Sequence

T_init = compute_initial_temp(x0,f,proba_init, ItMX [, param] )

Arguments

:x0 the starting point : :f the objective function which will be send to the simulated

annealing for optimization

: :proba_init the initial probability of accepting a bad solution

(usually around 0.7)

: :ItMX the number of iterations of random walk (usually around 100) : :param optional, a data structure managed with the parameters module. The optim_sa function is sensitive to the following fields.

:”neigh_func” a function which computes a neighbor of a given point.

The default neighbourhood function is neigh_func_default.

: :”type_accept” the type of acceptation function. If the type is

equal to “sa”, then the initial temperature is computed from T_init = - f_sum ./ log(proba_init). If the type is equal to “vfsa”, it is computed from T_init = abs(f_sum / log(1/proba_init - 1)).

:

: :T_init The initial temperature corresponding to the given

probability of accepting a bad solution

:

Description

This function computes an initial temperature given an initial probability of accepting a bad solution. This computation is based on some iterations of random walk.

Examples

`deff`_('y=f(x)','y=sum(x.^2)');

x0 = [2 2];
Proba_start = 0.7;
It_Pre = 100;
x_test = `neigh_func_default`_(x0);

saparams = `init_param`_();
saparams = `add_param`_(comp_t_params,'neigh_func', `neigh_func_default`_);

T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre, saparams);

See Also

• optim_sa A Simulated Annealing optimization method
• neigh_func_default A SA function which computes a neighbor of a given point
• temp_law_default A SA function which computed the temperature of the next temperature stage