simulated annealing code with 9 input variables in matlab

Here is an example of how to implement the simulated annealing algorithm with 9 input variables in MATLAB:

main.m
% Define the objective function
objectiveFunc = @(x) yourObjectiveFunction(x); % Replace yourObjectiveFunction with the actual name of your objective function

% Define the number of variables
nVariables = 9;

% Define the lower and upper bounds for each variable
lowerBounds = [lowerBound1, lowerBound2, ..., lowerBound9]; % Replace lowerBound1, ..., lowerBound9 with the actual lower bounds for each variable
upperBounds = [upperBound1, upperBound2, ..., upperBound9]; % Replace upperBound1, ..., upperBound9 with the actual upper bounds for each variable

% Initialize the temperature and number of iterations
initialTemperature = 100;
finalTemperature = 1e-8;
nIterations = 1000;

% Initialize the current solution
currentSolution = rand(1, nVariables) .* (upperBounds - lowerBounds) + lowerBounds;

% Evaluate the current solution
currentObjectiveValue = objectiveFunc(currentSolution);

% Perform simulated annealing
temperature = initialTemperature;
for iteration = 1:nIterations
    % Generate a new candidate solution by perturbing the current solution
    candidateSolution = currentSolution + randn(1, nVariables) .* (upperBounds - lowerBounds) / 10;
    
    % Limit the candidate solution within the bounds
    candidateSolution = max(candidateSolution, lowerBounds);
    candidateSolution = min(candidateSolution, upperBounds);
    
    % Evaluate the candidate solution
    candidateObjectiveValue = objectiveFunc(candidateSolution);
    
    % Calculate the acceptance probability
    alpha = exp((currentObjectiveValue - candidateObjectiveValue) / temperature);
    
    % Accept or reject the candidate solution based on the acceptance probability
    if rand < alpha
        currentSolution = candidateSolution;
        currentObjectiveValue = candidateObjectiveValue;
    end
    
    % Update the temperature
    temperature = initialTemperature * (finalTemperature / initialTemperature)^(iteration / nIterations);
end

% Display the final solution and objective value
disp('Final Solution:');
disp(currentSolution);
disp('Final Objective Value:');
disp(currentObjectiveValue);
2099 chars
53 lines

In this example, you need to replace yourObjectiveFunction with the actual name of your objective function. Additionally, you need to provide the lower and upper bounds for each variable in the lowerBounds and upperBounds arrays.

Please note that this is a basic implementation and you may need to adjust the parameters and cooling schedule to fit your specific problem.

related categories

gistlibby LogSnag