Learn more about Genetic Algorithm and Direct Search Toolbox

Example — Minimizing De Jong's Fifth Function

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Description Minimizing at the Command Line Minimizing Using the Optimization Tool

Description

This section presents an example that shows how to find the minimum of the function using simulated annealing.

De Jong's fifth function is a two-dimensional function with many (25) local minima:

dejong5fcn

Many standard optimization algorithms get stuck in local minima. Because the simulated annealing algorithm performs a wide random search, the chance of being trapped in local minima is decreased.

Note   Because simulated annealing uses random number generators, each time you run this algorithm you can get different results. See Reproducing Your Results for more information.

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Minimizing at the Command Line

To run the simulated annealing algorithm without constraints, call simulannealbnd at the command line using the objective function in dejong5fcn.m, referenced by anonymous function pointer:

fun = @dejong5fcn;
[x fval] = simulannealbnd(fun, [0 0])

This returns

x =
  -31.9779  -31.9595
fval =
    0.9980

where

• x is the final point returned by the algorithm.

• fval is the objective function value at the final point.

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Minimizing Using the Optimization Tool

To run the minimization using the Optimization Tool,

1. Set up your problem as pictured in the Optimization Tool

   

2. Click Start under Run solver and view results:

   

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Performing a Simulated Annealing Optimization

Some Simulated Annealing Terminology

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