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\usepackage{tikz}
\usetikzlibrary{shapes,arrows,chains}
\usepackage{xcolor}

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% 设置颜色代号
\colorlet{lcfree}{green}
\colorlet{lcnorm}{blue}
\colorlet{lccong}{red}
% -------------------------------------------------
% 设置调试标志层
\pgfdeclarelayer{marx}
\pgfsetlayers{main,marx}
% 标记坐标点的宏定义。交换下面两个定义关闭。
\providecommand{\cmark}[2][]{%
  \begin{pgfonlayer}{marx}
    \node [nmark] at (c#2#1) {#2};
  \end{pgfonlayer}{marx}
  }
\providecommand{\cmark}[2][]{\relax}
% -------------------------------------------------
% 开始绘图
\begin{figure}[H]
  \centering
  \scalebox{.8}{  % 设置缩放
\begin{tikzpicture}[
    >=triangle 60,              % 箭头的形状
    start chain=going below,    % 从上往下的流程
    node distance=6mm and 60mm, % 全局间距设置
    every join/.style={norm},   % 连接线的默认设置
    ]
% -------------------------------------------------
% 节点的样式定义
% <on chain> 和 <on grid> 可以减少手动调整节点位置的麻烦
\tikzset{
  base/.style={draw, on chain, on grid, align=center, minimum height=4ex},
  proc/.style={base, rectangle, text width=8em},
  test/.style={base, diamond, aspect=2, text width=5em},
  term/.style={proc, rounded corners},
  % coord 用来表示连接线的转折点
  coord/.style={coordinate, on chain, on grid, node distance=6mm and 25mm},
  % nmark 用来表示调试标志
  nmark/.style={draw, cyan, circle, font={\sffamily\bfseries}},
  % -------------------------------------------------
  % 不同的连接线样式
  norm/.style={->, draw, lcnorm},
  free/.style={->, draw, lcfree},
  cong/.style={->, draw, lccong},
  it/.style={font={\small\itshape}}
}
% -------------------------------------------------
% 先放节点
\node [term, densely dotted,fill=lccong!25, it] (p0) {输入};
% 用 join 表示和上一个节点相连
\node [proc, join]  {使用非线性最小二乘法得到 $X_0$};
\node [proc, join]  {记录 $X=X_0, f=f(X_0)$};
\node [test, join] (t1) {$T>T_E$?};
\node [proc] (p1)   {$step=0$};
\node [test, join] (t2) {$step<count$?};
\node [proc] (p2)   {得到新状态 $P_N=P+scale\times rand$, 计算目标函数差 $\Delta f$};
\node [test, join] (t3) {$F_{Accept}<rand$?};
\node [proc] (p3)   {记录新状态 $X=X_N,f=f(X_N)$};

\node [proc, left=of t1] (p4) {$T=T\times a,scale=scale\times b$};
[node [term, densely dotted, right=of t1,fill=lcfree!25](p5)  {输出};
[node [proc, right=of t3](p6) {$step++$};

\node [coord, left=of t2] (c1)  {};
\node [coord, right=of t2] (c2)  {};
\node [coord, right=of p3] (c3)  {};
% 先画南北方向的连接线，先画线再画两端的标志和箭头
\path (t1.south) to node [near start, xshift=1em] {$y$} (p1);
  \draw [*->,lcnorm] (t1.south) -- (p1);
\path (t2.south) to node [near start, xshift=1em] {$y$} (p2);
  \draw [*->,lcnorm] (t2.south) -- (p2);
\path (t3.south) to node [near start, xshift=1em] {$y$} (p3);
  \draw [*->,lcnorm] (t3.south) -- (p3);
% 接着画东西方向的连接线，方法同上
\path (t1.east) to node [near start, yshift=1em]  {$n$}(p5);
  \draw [o->,lcnorm] (t1.east) -- (p5);
  \draw [->,lcnorm] (p4.east) -- (t1);
\path (t3.east) to node [near start, yshift=1em]  {$n$}(p6);
  \draw [o->,lcnorm] (t3.east) -- (p6);
\path (t2.west) to node [near start, yshift=1em]  {$n$}(c1);
  \draw [o->,lcnorm] (t2.west) -- (c1) -| (p4);
  \draw [->,lcnorm] (p3.east) -- (c3) -| (p6.south);
  \draw [<-,lcnorm] (t2.east) -- (c2) -| (p6.north);
  \end{tikzpicture}
}
\label{fig:algorithm}
\end{figure}