模拟退火法求解整数非线性规划MATLAB程序

clear clc tic a=0.99; t0=500;tf=3;t=t0; A=[ 1 1 1 1 1; 1 2 2 1 6; 2 1 6 0 0; 0 0 1 1 5]; b=[ 400; 800; 200; 200]; length=10000; x_new=floor(100*rand(5,1)); while(~(sum((A*x_new-b)<0)==4)) x_new=floor(100*rand(5,1)); end x_current=ones(5,1); E_current=inf; E_best=inf; t=t0; while t>=tf for i=1:length while(sum(~((A*x_new-b)<0)==4)) if(rand<0.5) transfer1=0; transfer2=0; while (transfer1==transfer2) transfer1=ceil(5*rand); transfer2=ceil(5*rand); end x_new(transfer1)=floor(100*rand); x_new(transfer2)=floor(100*rand); else transfer1=ceil(5*rand); x_new(transfer1)=floor(100*rand); end end E_new=inter2(x_new); if E_new<E_current E_currnt=E_new; x_current=x_new; if E_new<E_current E_best=E_new; x_best=x_new; end else if rand<exp(-(E_new-E_current))/t E_current=E_new; x_current=x_new; else x_new=x_current; end end end t=t*a; end toc