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I would like to find an open source example of a code for deterministic annealing. It can be in almost any language: C, C++, MatLab/Octave, Fortran. I have already found a MatLab code for simulated annealing, so MatLab would be best. Here is a paper that describes the algorithm.

Deterministic annealing is an optimization technique that attempts to find a global minimum of a cost function. The technique is designed to be able to explore a large portion of the cost surface using randomness, while still performing optimization using local information. The procedure starts with changing the cost function to introduce a notion of randomness, allowing a large area to be explored. Each iteration the amount of randomness (measured by Shannon Entropy [2]) is constrained, and a local optimization of performed. Gradually, the amount of imposed randomness is lowered so that upon termination the algorithm optimizes over the original cost function, yielding a solution to the original problem

+1  A: 

The figures in the paper you link to look like Matlab figures. I suggest you contact the authors whether they're willing to share their code with you.

Jonas

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