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## [Help-gsl] simulated annealing package help

 From: Francesco Ciucci Subject: [Help-gsl] simulated annealing package help Date: Mon, 5 Nov 2007 01:52:22 -0800

Hey all,

I was wondering if any of you guys know how to implement a penalty function with the gsl simulated annealing package.
I mean the following:
I am trying to minimize a certain function $f$ over a set $S$:
$$\min_{S} f$$
using simulated annealing.
I know that SA will give convergence if I minimize the following

$$\min (f+\alpha I_S)$$ where $I$ is the indicator function of $f$, with $\alpha \to \infty$. So basically I need to add to the function of type "gsl_siman_step_t" an additional parameter alpha that will increase at each SA step. Any tricks? Any Ideas on how I could do it without changing the siman.c functions?
Oh anyway. Why did you guys try to be do polymorphic programming with C?
Many thanks and regards,
Fra