TSimAnnealVarSel

First of all you have to specify the number of variables (NVars) available for selection and the max number of variables which can be selected (MaxNVars). Further, the system parameters control the initial and final temperatures (InitialT and FinalT), the cooling rate Alpha, the cooling mode CoolMode, the set of variables which are to be included in any case (AlwaysIncludeVar) and the variables which are not to be included (AlwaysExcludeVar).

During the selection process two events are called: the OnEvalCost event calculates the cost function of the current model, and OnFindNbState is called when you have to create a new subset of variables. Please note that the class contains a default variable selector which will be called if OnFindNbState is nil. In general, the default handler is sufficient for most purposes so that you need not declare your own variable selection routine. The property MinimizeCost determines whether the cost function has to be minimized or maximized.