高级算法课程（一）：模拟退火算法SA()及其C++代码

模拟退火算法SA()

1  choose an initial solution X0  randomly                      //随机的选择一个初始解X0
2  give an initial temperature T0 , X ← X0, T ← T0       //初始化温度T0
3  while the stop criterion is not yet satisfied do            //停止准则不满足则
4   {   for i ← 1 to  L do                                                  //Markov 链的长度 L
5        {  pick a solution  X'∈N(X) randomly                  //随机选择临域内一个解X'
6           Δf ← f(X')-f(X)                                                   
7           if Δf<0  then  X ← X'
8           else  X ← X' with  probability exp(- Δf/T)  }        //  以exp(- Δf/T)的接受概率接受X'
9   T← g(T)    //generally, T ← aT    }                             //温度下降

10  return X

Generic choices for annealing schedule

*initial temperature T 0

   (example: based on statistics of evaluation function)

*Cooling schedule-how to change temperature over time

   (example: geometric cooling, T ← aT)

*L : number of iterations at each temperature

    (example :multiple of the neighborhood size

*Stopping criterion

    (example: no improved solution found for a number of temperature values)

代码C++实现 ，解决旅行商问题：

http://download.csdn.net/detail/zhoubin1992/6982573