simulated anealing algorithm

algorithm principle
good explanation

flow

curve func

import numpy as np
def h(x):
    if x < -1 or x > 1:
        y = 0
    else:
        y = (np.cos(50 * x) + np.sin(20 * x) + np.random.normal()) 
    return y
hv = np.vectorize(h)

simulated anealing

import numpy as np

def SA(search_space):
    t = 4
    t_min = 1
    r = 0.9
    start = np.random.choice(search_space)
    x = start
    cur = h(x)
    history = [x]
    while t > t_min:
        x_next = x + np.random.rand() * t
        cur = h(x)
        if x_next > -1 and x_next < 1:
            de = h(x_next) - h(x)
        else:
            continue
        if de > 0:
            x = x_next
            history.append(x)
            
        else:
            if (np.random.rand() < np.exp(de / t)):
                x = x_next
                history.append(x)
        t = t * r
    return x,history

X = np.linspace(-1, 1, num = 1000)
x1, history = SA(X)
print(x1)

draw

import matplotlib.pyplot as plt
plt.plot(X, hv(X))
plt.scatter(x1, hv(x1), marker = 'x')
plt.plot(history, hv(history))

result