Is there any tool box or function for constrained simulated annealing

2011 5 2
2 个回答
21 次查看（30 天）

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Looking for a simulated annealing based optimization with constraint in addition to upper and lower bounds. Is there any tool, function or code for this.

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回答（2 个）

Walter Roberson
Walter Roberson 2011-5-2

0 个投票

What kind of constraints are you looking for in addition to the upper and lower bounds?
http://www.mathworks.com/help/toolbox/gads/bq2g2yi-4.html
Is it something that could be handled by providing your own saoptimset AcceptanceFcn ?
PavanKumar S
PavanKumar S 2011-5-2

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I want to give some more constraints other than the bounds on the relation betweeen the variables.

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Walter Roberson
Walter Roberson 2011-5-2
It appears to me that that could be done by using an AcceptanceFcn: you would check the optimValues.x vector and return false if they were not within the constraints you wished; otherwise you would proceed on and accept probabilistically.
PavanKumar S
PavanKumar S 2011-6-21
Used AcceptanceFcn, but its not effective is their any other option to be given in addition to the AcceptanceFcn. Please let em know if any additional option has to be added with AcceptanceFcn.
-Pavan
Walter Roberson
Walter Roberson 2011-6-21
I do not _see_ any other option that would be needed.
Note: I do not have this toolbox, and have not tried it myself.

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