模擬退火算法的基本思想是從一給定解開始,從鄰域中隨機產生另一個解,接受Metropolis準則允許目標函數在有限范圍內變壞,它由一控制參數t決定,其作用類似于物理過程中的溫度T,對于控制參數的每一取值,算法持續進行“產生—判斷—接受或舍去”的迭代過程,對應著固體在某一恒定溫度下的趨于熱平衡的過程,當控制參數逐漸減小并趨于0時,系統越來越趨于平衡態,最后系統狀態對應于優化問題的全局最優解,該過程也稱為冷卻過程,由于固體退火必須緩慢降溫,才能使固體在每一溫度下都達到熱平衡,最終趨于平衡狀態,因此控制參數t經緩慢衰減,才能確保模擬退火算法最終優化問題的整體最優解。
標簽:
Metropolis
控制
參數
模擬退火算法
上傳時間:
2013-12-25
上傳用戶:cmc_68289287
The package includes 3 Matlab-interfaces to the c-code:
1. inference.m
An interface to the full inference package, includes several methods for
approximate inference: Loopy Belief Propagation, Generalized Belief
Propagation, Mean-Field approximation, and 4 monte-carlo sampling methods
(Metropolis, Gibbs, Wolff, Swendsen-Wang).
Use "help inference" from Matlab to see all options for usage.
2. gbp_preprocess.m and gbp.m
These 2 interfaces split Generalized Belief Propagation into the pre-process
stage (gbp_preprocess.m) and the inference stage (gbp.m), so the user may use
only one of them, or changing some parameters in between.
Use "help gbp_preprocess" and "help gbp" from Matlab.
3. simulatedAnnealing.m
An interface to the simulated-annealing c-code. This code uses Metropolis
sampling method, the same one used for inference.
Use "help simulatedAnnealing" from Matlab.
標簽:
Matlab-interfaces
inference
interface
the
上傳時間:
2016-08-27
上傳用戶:gxrui1991