maximple {mcsm} | R Documentation |
For the toy function h(x)=(cos(50*x)+sin(20*x))^2, this function represents simulated annealing sequences converging to a local or global maxima as paths on top of the function h itself. The simulated annealing parameters ratemp and powemp can be changed, as well as the stopping rule tolerance.
maximple(tolerance = 10^(-5), ratemp = 5, powemp = 2)
tolerance |
maximal difference in the target value needed to stop the simulated annealing algorithm |
ratemp |
scale factor of temp that determines the scale of the random walk |
powemp |
power of 1/(1+t) used to set the temperature schedule |
The value of this function is a list, with components
x |
coordinates of the successive values of the random walk produced by the simulated annealing algorithm |
y |
corresponding values of h(x), of the same length as x |
Christian P. Robert and George Casella
From Chapter 5 of EnteR Monte Carlo Statistical Methods
# Section 5.2.2, artificial function example 5.8 h=function(x){(cos(50*x)+sin(20*x))^2} par(mar=c(4,4,1,1),mfrow=c(2,2)) for (tt in 1:4){ curve(h,from=0,to=1,n=10001,col="grey",lwd=2) sam=maximple() xgo=sam$x hgo=sam$y lines(xgo,hgo,col="steelblue4",lwd=2) points(xgo,hgo,col="steelblue4",cex=.5,pch=19) }