INTERFACE  SAnnealing;

(* The algorithm is essentially an interative random search procedure with
  adaptive moves along the coordinate directions. It permits uphill moves 
  under the control of a probabilistic criterion, thus tending to avoid the
  first local minima encountered.
  
   For a description OF the algorithm, see ACM Transactions On Mathematical
  Software, September 1987, p. 262.
*)

PROCEDURE Minimize(
  f: GoalFunc; 
  VAR x: ARRAY OF REAL;    (* Starting point *)
  VAR fx: REAL;            (* Out: value of "f" at optimum. *)
  T0: REAL := 1000.0;      (* Starting temperature *)
  epsilon: REAL := 1.0e-3; (* Termination criterion: |fk - fopt| <= epsilon *)
  cu: REAL := 2.0;         (* Controls the step variation along each uth direction *) 
  Ns: CARDINAL := 20;      (* Maximum number of cycles *)
  Nt: CARDINAL := 100;     (* Maximum number of step adjustments *)
  Ne: CARDINAL := 4;       (* Number of sucessive temperature reductions to test for termination *)
  rt: REAL := 0.85;        (* Temperature reduction coefficient *)
  vm: REAL := 0.8;         (* Initial step value *) 
  );
  
TYPE 
  GoalFunc = PROCEDURE (VAR x: ARRAY OF REAL; VAR y: REAL;  ni: CARDINAL);
 
END SAnnealing.