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Imports System
Imports CenterSpace.NMath.Core
Namespace CenterSpace.NMath.Examples.VisualBasic
A .NET example in Visual Basic showing how to find the minimum of a function using simulated annealing.
Module SimulatedAnnealingExample
Private Function Bumpy(ByVal V As DoubleVector) As Double
Dim X As Double = V(0)
Dim y As Double = V(1)
Dim XTerm As Double = 0.25 * Math.Pow(X, 4) - 0.1 * Math.Pow(X, 3) - 20 * Math.Pow(X, 2) + 10 * X
Dim YTerm As Double = 0.25 * Math.Pow(y, 4) - 0.1 * Math.Pow(y, 3) - 20 * Math.Pow(y, 2) + 10 * y
Return XTerm + YTerm
End Function
Sub Main()
Dim D As New Func(Of DoubleVector, Double)(AddressOf Bumpy)
Dim BumpyFunction As New MultiVariableFunction(D)
The function 0.25x^4 - 0.1x^3 - 20x^2 + 10x + 0.25y^4 - 0.1y^3 - 20y^2 + 10y
has a global minimum near (-6.3, -6.3) and three local minima.
Using Powells Method starting at (-1, -1), we always find the global minimum.
Dim Powell As PowellMinimizer = New PowellMinimizer
Dim Minimum As DoubleVector = Powell.Minimize(BumpyFunction, New DoubleVector(-1.0, -1.0))
Dim formatString As String = "G5"
Console.WriteLine()
Console.WriteLine("PowellMinimizer starting at (-1, -1) found global minimum: " & BumpyFunction.Evaluate(Minimum).ToString(formatString))
Console.WriteLine()
However, if youre not sure what a good starting point is, you might start
at (0, 0 ). In this case, Powells Method always finds a local minimum.
Minimum = Powell.Minimize(BumpyFunction, New DoubleVector(0.0, 0.0))
Console.WriteLine("But PowellMinimizer starting at (0, 0) found local minimum: " & BumpyFunction.Evaluate(Minimum).ToString(formatString))
Console.WriteLine()
Using simulated annealing, with 10 steps of 100 iterations each, a
starting temperature of 10, and a starting point of (0, 0), we sometimes find
the global minimum.
Dim Schedule As AnnealingScheduleBase = New LinearAnnealingSchedule(3, 100, 3)
Dim Annealing As New AnnealingMinimizer(Schedule)
Set keep history flag to true in order to get enough data to improve our annealing schedule.
Annealing.KeepHistory = True
Dim [Global] As Integer = 0
Dim Reps As Integer = 100
Dim I As Integer
For I = 0 To (Reps - 1)
Minimum = Annealing.Minimize(BumpyFunction, New DoubleVector(-1.0, -1.0))
If (BumpyFunction.Evaluate(Minimum) < -874) Then
[Global] = [Global] + 1
End If
Next
Console.WriteLine("AnnealingMinimizer starting at (0, 0) found global minimum " & [Global] & " times ")
Console.WriteLine("in " & Reps & " repetitions.")
Console.WriteLine()
Console.WriteLine("Annealing history... ")
Console.WriteLine()
Console.WriteLine(Annealing.History.ToString(formatString))
Console.WriteLine()
After analysis of the annealing history (annealing.History), we can improve the schedule
with a higher starting temperature to try and get us over the hump between the local and
global minima.
Annealing.Schedule = New LinearAnnealingSchedule(100, 20, 30)
Lets increase the steps to 100, the iterations to 20 and the starting
temperature to 30.
[Global] = 0
For I = 0 To (Reps - 1)
Minimum = Annealing.Minimize(BumpyFunction, New DoubleVector(-1.0, -1.0))
If (BumpyFunction.Evaluate(Minimum) < -874) Then
[Global] = [Global] + 1
End If
Next
Console.WriteLine("AnnealingMinimizer starting at (0, 0) found global minimum " & [Global] & " times ")
Console.WriteLine("in " & Reps & " repetitions.")
Console.WriteLine()
Console.WriteLine("Press Enter Key")
Console.Read()
End Sub
End Module
End Namespace
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