samin

For discontinuous and/or seriously nonconvex problems, the quasi-Newton methods are not likely to work well. samin is called as

$\displaystyle [theta,value,convergence]=samin(''f'',args,control)$

The controls for samin are summarized in Table

Table 3: Controls for samin
Element Name Purpose Description
1


The example program sa-example.m is listed here:

/home/sh/Dokumenter/octave/octave-forge/main/optim/doc/sa-example.m
The objective function is the sum of $ k$ exponentiated cosine waves, each shifted down so the minimum is zero, with some curvature added in to create a global minimum of $ f(x)=0$ at $ x=(0,0,...,0).$ The (edited to shorten) output of the example is here:
/home/sh/Dokumenter/octave/octave-forge/main/optim/doc/sa-example.out

You can see that the minimum was found correctly.



Søren Hauberg 2008-04-29