Some Simulated Annealing Terminology
Objective Function
The objective function is the function
you want to optimize. Genetic Algorithm and Direct Search Toolbox algorithms
attempt to find the minimum of the objective function. Write the objective
function as an M-file and pass it to the solver as a function
handle.
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Temperature
The temperature is the control parameter
in simulated annealing that is decreased gradually as the algorithm
proceeds. It determines the probability of accepting a worse solution
at any step and is used to limit the extent of the search in a given
dimension. You can specify the initial temperature as an integer in
the InitialTemperature option, and the annealing
schedule as a function to the TemperatureFcn option.
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Annealing Schedule
The annealing schedule is the rate by which
the temperature is decreased as the algorithm proceeds. The slower
the rate of decrease, the better the chances are of finding an optimal
solution, but the longer the run time. You can specify the temperature
schedule as a function handle with the TemperatureFcn option.
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Reannealing
Annealing is the technique of closely controlling
the temperature when cooling a material to ensure that it is brought
to an optimal state. Reannealing raises the temperature
after a certain number of new points have been accepted, and starts
the search again at the higher temperature. Reannealing avoids getting
caught at local minima. You specify the reannealing schedule with
the ReannealInterval option.
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 | Example — Minimizing De Jong's Fifth Function | | How Simulated Annealing Works |  |
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