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-6gsl_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));}intmain(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;}