Need clarification about reannealing in simulannealbnd

2 次查看（过去 30 天）

Pragya Srivastava 2017-10-5

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/359856-need-clarification-about-reannealing-in-simulannealbnd

编辑： Pragya Srivastava 2017-10-5

Hello,

I have some questions regarding 'reannealing' process of MATLAB function simulannealbnd. I am following this link. https://uk.mathworks.com/help/gads/how-simulated-annealing-works.html

1. It says that reannealing is done after a fixed number of accepted steps with the default number of steps being 100. I am trying to minimise an objective function of 5 variables. The reannealing seems to happen at the interval of every ~150 (but not exactly 150) iterations (which I presume is same as number of accepted steps). Could someone help me understand this ?

2. How does the process of reannealing converge ? Do the increase in temperatures due reannealing keep decreasing ?

3.If any of the stopping criteria is not met in between two reannealings, then how does the optimisation process ever stop ? In other words, what guarantees that the simulated annealing will converge (i.e. one of the criteria is met e.g. say objective function changes less than the FunctionTolerance) in between two reannealings ?

4. Is it possible to modify the stopping criteria so that the algorithm stops after fixed number of iterations after a best value of objective function is reached ? e.g. if objective function has best value =0.11 which does not change after ~ 2000 iterations, is it possible to make this a stopping criterion ? 6. Finally, is there a way to switch off reannealing ?

I also read the reference as given in this link but that is a general account of adaptive simulated annealing and I am not completely clear on how MATLAB adopts it, specially the reannealing part.

Thanks in advance for help --Pragya