simulated annealing code in matlab

Here is an example of how to implement the simulated annealing algorithm in MATLAB:

main.m
% Function to be minimized
fun = @(x) x^2 - 4*x + 3;

% Define the search space
x_lower = -10;
x_upper = 10;

% Simulated Annealing parameters
initial_temperature = 100;
cooling_ratio = 0.95;
min_temperature = 1e-6;
max_iterations = 1000;

% Initialize variables
temperature = initial_temperature;
current_solution = (x_upper - x_lower) * rand() + x_lower;
best_solution = current_solution;

% Start simulated annealing
while temperature > min_temperature
    for i = 1:max_iterations
        % Generate a new candidate solution
        new_solution = current_solution + (rand() - 0.5) * temperature;
        
        % Calculate the energy difference
        energy_difference = fun(new_solution) - fun(current_solution);
        
        % Accept the new solution if it is better or with a certain probability
        if energy_difference < 0 || exp(-energy_difference / temperature) > rand()
            current_solution = new_solution;
        end
        
        % Update the best solution found so far
        if fun(current_solution) < fun(best_solution)
            best_solution = current_solution;
        end
    end
    
    % Cool down the temperature for the next iteration
    temperature = temperature * cooling_ratio;
end

% Output the best solution found
fprintf('Best solution: %f\n', best_solution);
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In this example, we first define the function fun that represents the objective function to be minimized. Then, we define the search space by specifying the lower and upper bounds for the variable x.

Next, we set the parameters for the simulated annealing algorithm, including the initial temperature, cooling ratio, minimum temperature, and maximum number of iterations.

We initialize the temperature, current solution, and best solution. Then, we start the simulated annealing loop. In each iteration, a new candidate solution is generated by randomly perturbing the current solution within a certain range. The energy difference between the current solution and the new solution is calculated. If the energy difference is negative or satisfies a certain probability, the new solution is accepted. The best solution found so far is also updated.

After each iteration, the temperature is cooled down according to the cooling ratio. The process continues until the temperature reaches the minimum temperature.

Finally, the best solution found is output.

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