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Joachim Vandekerckhove

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Research Group Quantitative and Personality Psychology, Department of Psychology, Catholic Universit

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02 Jun 2008 Screenshot General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove optimization, simulated annealing, stochastic optimizati..., anneal, simulation 88 39
  • 4.15625
4.2 | 32 ratings
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21 Sep 2013 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove

To those who are looking to constrain parameters to a certain range, the easiest way is to constrain the Generator option. For example: Generator = @(x) (rand(3,1)); will only return results in the unit cube. You can also make your own Generator = @(x)myRand(x); to return only points in any domain you choose.

21 Apr 2009 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove

Unless I'm misunderstanding, you can do that by defining the anonymous function dynamically, like so;

min2logL = @(x,y) x*log(y);
const = -2;
loss = @(p)min2logL(const,p);
[x f] = anneal(loss,[0 0])

... or similar.

-------------------------

Also, the link to the SA paper above is dead. Here is a new link:

http://www-stat.wharton.upenn.edu/~stroud/classics/KirkpatrickGelattVecchi83.pdf

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10 Jun 2014 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove Joshua

From my understanding, this isn't a strict simulated annealing program, but more of a pure Monte Carlo.
To be simulated annealing, the 'Generator' would need to be modified so that the size of the changes it makes to the model parameters shrinks as the temperature shrinks.

27 Mar 2014 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove lvlin

21 Sep 2013 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove Vandekerckhove, Joachim

To those who are looking to constrain parameters to a certain range, the easiest way is to constrain the Generator option. For example: Generator = @(x) (rand(3,1)); will only return results in the unit cube. You can also make your own Generator = @(x)myRand(x); to return only points in any domain you choose.

28 Aug 2013 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove Farhi, Emmanuel

That's a very good optimizer, especially on noisy problems.

22 Jun 2013 General simulated annealing algorithm Minimizes a function with the method of simulated annealing Author: Joachim Vandekerckhove S, Luke

Hi,

This function worked really well right off the bat, thanks! Is there a way to incorporate bounds for the parameters? I'm simulating some electrophysiological data, and I want to constrain the parameters to realistic values.

Thanks,
Luke

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