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How to add condition for X in simulannealbnd

Asked by Khoo
on 21 Aug 2013

for X = SIMULANNEALBND(FUN,X0,LB,UB), the vector X0 starts the point finding so that the answer LB<=X<=UB. How if i want to add a certain condition to vector X, say exp(X(1)+X(2))<X(3)?

Another word to say besides the X must in between LB and UB, X has to fulfill the condition as well.



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1 Answer

Answer by Shashank Prasanna on 21 Aug 2013
 Accepted Answer

Simulated Annealing does not allow for non-linear constraints, it only allows bound constraints. Hence simulannealibnd.

If you have non-linear constraints such as the one you shared in the questions, you can use GA instead


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