GSL模拟退火算法

#include <math.h>
#include <stdlib.h>
#include <gsl/gsl_siman.h>

#pragma comment(lib, "libgsl_d.lib")
#pragma comment(lib, "libgslcblas_d.lib")

/* set up parameters for this simulated annealing run */

/* how many points do we try before stepping */
#define N_TRIES 200             

/* how many iterations for each T? */
#define ITERS_FIXED_T 10        

/* max step size in random walk */
#define STEP_SIZE 10            

/* Boltzmann constant */
#define K 1.0                   

/* initial temperature */
#define T_INITIAL 0.002         

/* damping factor for temperature */
#define MU_T 1.005              
#define T_MIN 2.0e-6

gsl_siman_params_t params 
  = {N_TRIES, ITERS_FIXED_T, STEP_SIZE,
     K, T_INITIAL, MU_T, T_MIN};

/* now some functions to test in one dimension */
double E1(void *xp)
{
  double x = * ((double *) xp);

  return exp(-pow((x-1.0),2.0))*sin(8*x);
}

double M1(void *xp, void *yp)
{
  double x = *((double *) xp);
  double y = *((double *) yp);

  return fabs(x - y);
}

void S1(const gsl_rng * r, void *xp, double step_size)
{
  double old_x = *((double *) xp);
  double new_x;

  double u = gsl_rng_uniform(r);
  new_x = u * 2 * step_size - step_size + old_x;

  memcpy(xp, &new_x, sizeof(new_x));
}

void P1(void *xp)
{
  printf ("%12g", *((double *) xp));
}

int
main(int argc, char *argv[])
{
  const gsl_rng_type * T;
  gsl_rng * r;

  double x_initial = 15.5;

  gsl_rng_env_setup();

  T = gsl_rng_default;
  r = gsl_rng_alloc(T);

  gsl_siman_solve(r, &x_initial, E1, S1, M1, P1,
                  NULL, NULL, NULL, 
                  sizeof(double), params);
  return 0;
}