For discontinuous and/or seriously nonconvex problems, the quasi-Newton methods are not likely to work well. samin is called as
The controls for samin are summarized in Table
The example program sa-example.m
is listed here:
/home/sh/Dokumenter/octave/octave-forge/main/optim/doc/sa-example.mThe objective function is the sum of
/home/sh/Dokumenter/octave/octave-forge/main/optim/doc/sa-example.out
You can see that the minimum was found correctly.