A Review of Feature Selection and Feature Extraction Methods Applied on Microarray Data

Algorithm 2

Simulated annealing algorithm.

Initialise State s = S(0)

Initialise Energy e = E(S(0))

Set time to zero k = 0

while  k < kmax And e < emax do

 Temperature = temperature(k/kmax)

 NewState = neighbour()

 NewEnergy = E(NewState)

 if  P(e, NewEnergy, Temperature) > random() then

  s = NewState

  e = NewEnergy

 end if

 if NewEnergy < EnergyBest then

  BestState = NewState

  EnergyBest = NewEnergy

 end if

 k = k + 1

end while