Here is an example of how to implement simulated annealing with a random starting point for 9 variables in MATLAB:
main.m2131 chars62 lines
In this example, the objectiveFunction
is defined as the sum of squared values of the variables. You can replace it with your own objective function. The numVariables
variable is set to 9, which is the number of variables in the optimization problem. The lb
and ub
variables define the lower and upper bounds of the search space for each variable.
The simulated annealing process starts by randomly initializing the currentState
within the search space. The current objective value is calculated using the objectiveFunction
. The bestState
and bestObjective
variables store the best state found so far.
Inside the main loop, a random neighbor state is generated by adding random perturbations to the current state. The neighbor state is clamped within the search space bounds. The objective value for the neighbor state is calculated. If the neighbor objective value is better than the current objective value, the current state is moved to the neighbor state. If the neighbor objective value is worse, the current state is still moved to the neighbor state with a certain probability determined by the acceptance probability formula. The temperature is decreased according to the cooling schedule.
At the end of the process, the best state and objective value are displayed. Feel free to modify the code to fit your specific problem requirements.
Note: It's worth mentioning that simulated annealing is a stochastic optimization algorithm, and the quality of the solution may depend on the initial random starting point and the specific problem being optimized. Therefore, it may be a good idea to run the algorithm multiple times with different random starting points and analyze the results.
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