ADAPTIVE SIMULATED ANNEALING (ASA) (C)



                                 Lester Ingber

                               ingber@ingber.com
                           ingber@alumni.caltech.edu

          Adaptive Simulated Annealing (ASA) is a C-language code developed
     to statistically find the best global fit of a  nonlinear  constrained
     non-convex  cost-function  over  a D-dimensional space. This algorithm
     permits  an  annealing  schedule  for   "temperature"   T   decreasing
     exponentially  in  annealing-time  k,  T  =  T_0  exp(-c  k^1/D).  The
     introduction of  re-annealing  also  permits  adaptation  to  changing
     sensitivities   in   the   multi-dimensional   parameter-space.   This
     annealing schedule is faster than fast Cauchy  annealing,  where  T  =
     T_0/k,  and  much faster than Boltzmann annealing, where T = T_0/ln k.
     ASA has over 100 OPTIONS to provide robust tuning over many classes of
     nonlinear stochastic systems.
























     -----------
     /******************************************************************
     * Adaptive Simulated Annealing (ASA)
     * Lester Ingber <ingber@ingber.com>
     * Copyright (C) 1993-2007 Lester Ingber.  All Rights Reserved.
     * The ASA-LICENSE file must be included with ASA code.
     ******************************************************************/

     $Id: ASA-README.ms,v 26.23 2007/01/31 20:13:25 ingber Exp ingber $








     Adaptive Simulated Annealing (ASA)                       Lester Ingber




     1.  ASA-LICENSE

          This  Adaptive  Simulated  Annealing  (ASA)  code  is  being made
     available under conditions specified  in  the  ASA-LICENSE  file  that
     comes  with this code, and is owned by Lester Ingber[1].  Reference is
     properly given to the internet archive that first published the  code.
     Please  read  the  copy of the public ASA-LICENSE contained in the ASA
     directory.  Its intent is to protect the integrity of  the  algorithm,
     promote  widespread  usage,  and  require  reference to current source
     code.  The ASA-LICENSE is so short it is repeated here:

          Redistribution and use in source and binary forms,  with  or
          without   modification,  are  permitted  provided  that  the
          following conditions are met:

                                   CONDITIONS

          1. Redistributions of ASA source code must retain the  above
          copyright notice, this list of conditions, and the following
          disclaimer.

          2. Redistributions in binary form  must  contain  the  above
          copyright  notice, this list of conditions and the following
          disclaimer  in  the  documentation  and/or  other  materials
          provided with the distribution.

          3.  All  modifications  to  the  source code must be clearly
          marked as such.  Binary redistributions  based  on  modified
          source  code  must be clearly marked as modified versions in
          the documentation and/or other materials provided  with  the
          distribution.

          4.  Notice must be given of the location of the availability
          of the unmodified current source code, e.g.,
                  http://www.ingber.com/
          or
                  ftp://ftp.ingber.com
          in the documentation and/or other  materials  provided  with
          the distribution.  ASA also is listed at
                  http://alumni.caltech.edu/~ingber
                  http://asa-caltech.sourceforge.net

          5.   All  advertising  and  published  materials  mentioning
          features or use of this software must display the  following
          acknowledgment:   "This  product includes software developed
          by Lester Ingber and other contributors."

          6. The name of Lester Ingber may not be used to  endorse  or
          promote products derived from this software without specific
          prior written permission.





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     Adaptive Simulated Annealing (ASA)                       Lester Ingber




                                   DISCLAIMER

          This software is provided by Lester Ingber and  contributors
          "as  is" and any expressed or implied warranties, including,
          but   not   limited   to,   the   implied   warranties    of
          merchantability  and  fitness  for  a particular purpose are
          disclaimed.  In no event shall Lester Ingber or contributors
          be  liable  for  any  direct, indirect, incidental, special,
          exemplary, or  consequential  damages  (including,  but  not
          limited  to,  procurement  of  substitute goods or services;
          loss of use, data, or  profits;  or  business  interruption)
          however  caused  and  on any theory of liability, whether in
          contract, strict liability, or tort (including negligence or
          otherwise)  arising  in  any  way  out  of  the  use of this
          software, even if advised of the possibility of such damage.

     2.  Lester Ingber Research Terms of Use

          Lester  Ingber  Research (LIR) develops projects in several areas
     of expertise documented in the ingber.com InterNet archive, e.g., this
     ASA   code.    Information   on   terms   of   use   is  in  the  file
     http://www.ingber.com/ingber_terms.html       under       WWW       or
     ftp://ftp.ingber.com/ingber_terms.txt under FTP.

          There  is  no  charge for downloading and using codes or files in
     the ingber.com archive.  In general, I have retained all  rights  such
     as copyrights to these codes and files, but they may be freely used by
     any person or group independent of affiliations, e.g., independent  of
     academic or commercial affiliation.

          Limited help assisting people with queries on my codes and papers
     is available only by electronic mail correspondence.  Sorry, I  cannot
     mail out hardcopies of code or papers.

     3.  Documentation

          Note  that most URL references to files in the ingber.com archive
     have the same WWW and FTP paths under the main  http://www.ingber.com/
     directory  (all  .html,  .gif  and  .jpg  files  are  in  or under the
     http://www.ingber.com/ directory).

     3.1.  Table of Contents/Index

          A compilation of the three levels  of  headers  with  their  page
     numbers  may  be  used  as  a Table of Contents placed after the first
     title  page  (as  is  done  for  ASA-README.ps,   ASA-README.pdf   and
     ASA-README.html  below), or left at the end for quick reference (as is
     done for ASA-README.txt below).

     3.2.  ASA-README.ms and ASA-README

          The ASA-README.ms file is used  to  prepare  other  documentation
     files using UNIX(R) MS macros.


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     Adaptive Simulated Annealing (ASA)                       Lester Ingber




     3.2.1.  ASA-README.txt and ASA-README+.txt

          ASA-README.txt  is  an  ASCII  file that can be previewed on your
     screen or sent to an ASCII lineprinter.

          ASA-README+.txt is ASA-README.txt without any  filters  to  strip
     off underlining and bold enhancements.

     3.2.2.  asa.[13nl] Manpage

          The  ASA-README.txt  or  ASA-README+.txt  file can be copied to a
     file   named   asa.[l3],   and   asa.[13]   can   be   installed    as
     MANPATH/cat1/asa.1  or  MANPATH/cat3/asa.3, where MANPATH is the place
     your man directory is  located.   If  you  do  not  have  any  cat[13]
     directories  on  your system, then installing a copy of ASA-README.txt
     or ASA-README+.txt as MANPATH/man[13nl]/asa.[13nl],  choosing  one  of
     the suffixes in [13nl] for your choice of directory and asa file name,
     should work fine on most machines.  However, passing  this  asa.[13nl]
     through  man may strip out additional "back-slash" characters, leading
     to missing words or unintended  formatting.   If  such  a  file  looks
     strange,  compare  it  to  the raw ASA-README.ms file to determine the
     true intended content.  You likely can avoid some further  undesirable
     formatting by man by placing '.nf' on the first line of this file.

     3.2.3.  ASA-README.ps and ASA-README.pdf

          ASA-README.ps  is  a  PostScript(R)  formatted  file which may be
     previewed on your screen if you have the proper software, or it may be
     sent to a PostScript(R) printer to produce hardcopy.

          A PDF version ASA-README.pdf is prepared from ASA-README.ps.

     3.2.4.  ASA-README.html

          ASA-README.html is an HTML version which enables easier access to
     subsections of this file.  Cross-references have been  kept  local  to
     this  file,  so  you may view it under a local browser if you download
     the HTML source file.

          The   background   image   file   asa_back.jpg   referenced    in
     ASA-README.html          can          be         downloaded         as
     http://www.ingber.com/asa_back.jpg from the ASA archive.

     3.3.  Additional Documentation

          ASA-CHANGES is a terse record of major changes made  in  the  ASA
     code.   It  has  three  sections,  CHANGES,  CONTRIBUTORS, and VERSION
     DATES.

          ASA-NOTES  is   a   collection   of   recommended   enhancements,
     modifications,  comments,  caveats,  etc.,  that might be of interest.
     There is a CONTENTS of sections headers that can be used to search  on
     topics in your browser or editor.


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     Adaptive Simulated Annealing (ASA)                       Lester Ingber




          There  are  three  files  in  the  ASA  archive  that  should  be
     considered    as     appendices     to     the     ASA-NOTES     file:
     http://www.ingber.com/asa_contrib.txt,
     http://www.ingber.com/asa_examples.txt,                            and
     http://www.ingber.com/asa_papers.html under WWW.

          The file http://www.ingber.com/asa_contrib.txt in the ASA archive
     contains some code contributed by users.  For example, references  are
     giving  to  asamin,  a  MATLAB gateway routine to ASA, and to function
     support for ASA_PARALLEL.  There is a  CONTENTS  of  sections  headers
     that  can  be  used to search on topics in your browser or editor.  In
     this file I have included the first 1987 VFSR code, the  precursor  to