R: Graphical representation of a toy example of simulated...
maximple
R Documentation
Graphical representation of a toy example of simulated annealing
Description
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.
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
Value
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
Author(s)
Christian P. Robert and George Casella
References
From Chapter 5 of EnteR Monte Carlo Statistical Methods
See Also
dyadic
Examples
# 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)
}