Documentation

Optimize Using Simulated Annealing

Calling simulannealbnd at the Command Line

To call the simulated annealing function at the command line, use the syntax

`[x fval] = simulannealbnd(@objfun,x0,lb,ub,options)`

where

• `@objfun` is a function handle to the objective function.

• `x0` is an initial guess for the optimizer.

• `lb` and `ub` are lower and upper bound constraints, respectively, on `x`.

• `options` is a structure containing options for the algorithm. If you do not pass in this argument, `simulannealbnd` uses its default options.

The results are given by:

• `x` — Final point returned by the solver

• `fval` — Value of the objective function at `x`

The command-line function `simulannealbnd` is convenient if you want to

• Return results directly to the MATLAB® workspace.

• Run the simulated annealing algorithm multiple times with different options by calling `simulannealbnd` from a file.

Command Line Simulated Annealing Optimization provides a detailed description of using the function `simulannealbnd` and creating the options structure.

Using the Optimization App

To open the Optimization app, enter

`optimtool('simulannealbnd')`
at the command line, or enter `optimtool` and then choose `simulannealbnd` from the Solver menu.

You can also start the tool from the MATLAB Apps tab.

To use the Optimization app, you must first enter the following information:

• Objective function — The objective function you want to minimize. Enter the fitness function in the form `@fitnessfun`, where `fitnessfun.m` is a file that computes the objective function. Compute Objective Functions explains how write this file. The `@` sign creates a function handle to `fitnessfun`.

• Number of variables — The length of the input vector to the fitness function. For the function `my_fun` described in Compute Objective Functions, you would enter `2`.

You can enter bounds for the problem in the Constraints pane. If the problem is unconstrained, leave these fields blank.

To run the simulated annealing algorithm, click the Start button. The tool displays the results of the optimization in the Run solver and view results pane.

You can change the options for the simulated annealing algorithm in the Options pane. To view the options in one of the categories listed in the pane, click the + sign next to it.