How to add constraints to simulannealbnd minimization

Question

Ole 2021-4-14

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/801761-how-to-add-constraints-to-simulannealbnd-minimization

评论： Ole 2021-4-14

How to add constraint to minimization problem?

Simply x(3) >10*x(4)

ConstraintFunction = @simple_constraint;  %constraint here does not affect minimization
hybridopts = optimoptions('fmincon','OptimalityTolerance',1e-14);
options = optimoptions(@simulannealbnd,'InitialTemperature',[1e4 1e4 1e4 1e4     ],...
    'PlotFcn',{@saplotbestf,@saplottemperature,@saplotf,@saplotstopping},'HybridFcn',{'fmincon',hybridopts},...
    'AnnealingFcn','annealingboltz','TemperatureFcn','temperatureboltz');
options.ReannealInterval = 400;
[x,fval] = simulannealbnd(ObjectiveFunction,X0,LB,UB,options);  
function [c, ceq] = simple_constraint(x)    
c = [-x(3) + 10*x(4)];
% c = [];    
   ceq = [];  

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Answer 1

Walter Roberson 2021-4-14

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/801761-how-to-add-constraints-to-simulannealbnd-minimization#answer_674856

You cannot add constraints directly. However you can set AnnealingFcn to the handle of a function that only generates points that meet the constraints.

Alternately you could permit those points to be generated, but set the AcceptanceFcn to reject them.