Is there any tool box or function for constrained simulated annealing

Looking for a simulated annealing based optimization with constraint in addition to upper and lower bounds. Is there any tool, function or code for this.

Answers (2)

What kind of constraints are you looking for in addition to the upper and lower bounds?
Is it something that could be handled by providing your own saoptimset AcceptanceFcn ?
I want to give some more constraints other than the bounds on the relation betweeen the variables.

3 Comments

It appears to me that that could be done by using an AcceptanceFcn: you would check the optimValues.x vector and return false if they were not within the constraints you wished; otherwise you would proceed on and accept probabilistically.
Used AcceptanceFcn, but its not effective is their any other option to be given in addition to the AcceptanceFcn. Please let em know if any additional option has to be added with AcceptanceFcn.
-Pavan
I do not _see_ any other option that would be needed.
Note: I do not have this toolbox, and have not tried it myself.

Sign in to comment.

Asked:

on 2 May 2011

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!