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Simulated Annealing for Constrained Optimization

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Xin-She Yang (view profile)

 

16 Dec 2010 (Updated )

Continuous constrained optimization using simulated annealing.

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Description

Two programs are attached: sa_demo demonstrates how the simualted annealing works for simple functions, while sa_mincon solves a welded beam design problem using simulated annealing, which can easily be used to solve other constrained optimization problems in engineering design.

MATLAB release MATLAB 7 (R14)
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Comments and Ratings (2)
09 May 2014 Donald Hume

The main loop checks the following:

((T > T_min) && (j <= max_rej) && E_new>F_min)

but as far as I can see j is not incremented in any place and is only set back to zero if a solution is accepted. Any easy fix, but something to note if you plan to use this code.

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10 Jun 2011 CREOL

CREOL (view profile)

a nice one

Updates
07 Feb 2011 1.2

Please use the latest version as the update (a more robust version is provided)

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