How to add constraints to simulannealbnd minimization

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Ole
Ole 2021-4-14
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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回答（1 个）

Walter Roberson
Walter Roberson 2021-4-14
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.
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Walter Roberson
Walter Roberson 2021-4-14
No, nothing like that. AnnealFcn needs to return data points; it is not designed as a constraint function.
Give the command
type annealingboltz
to see the code for the default function.
You would need to add a loop that generated new y and newx and keep going generating new ones if the constraint was not met.

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