simulated annealing with random starting point of 9 variables in matlab

Here is an example of how to implement simulated annealing with a random starting point for 9 variables in MATLAB:

main.m
% Define the objective function to be minimized
objectiveFunction = @(x) sum(x.^2);

% Define the number of variables and search space bounds
numVariables = 9;
lb = -10 * ones(numVariables, 1);
ub = 10 * ones(numVariables, 1);

% Define the initial temperature and cooling schedule parameters
initialTemperature = 100;
coolingRate = 0.95;

% Initialize the current state
currentState = unifrnd(lb, ub, numVariables, 1);
currentObjective = objectiveFunction(currentState);
bestState = currentState;
bestObjective = currentObjective;

% Start the simulated annealing process
while initialTemperature > 1e-3
    % Generate a random neighbor state by perturbing the current state
    neighborState = currentState + randn(numVariables, 1);
    
    % Clamp the neighbor state within the search space bounds
    neighborState = max(min(neighborState, ub), lb);
    
    % Calculate the objective function value for the neighbor state
    neighborObjective = objectiveFunction(neighborState);
    
    % Compare the neighbor objective value with the current objective value
    deltaObjective = neighborObjective - currentObjective;
    
    % If the neighbor objective value is better, move to the neighbor state
    if deltaObjective < 0
        currentState = neighborState;
        currentObjective = neighborObjective;
        
        % Update the best state and objective if necessary
        if currentObjective < bestObjective
            bestState = currentState;
            bestObjective = currentObjective;
        end
    else
        % If the neighbor objective value is worse, move to it with a certain probability
        acceptanceProbability = exp(-deltaObjective / initialTemperature);
        
        if rand() < acceptanceProbability
            currentState = neighborState;
            currentObjective = neighborObjective;
        end
    end
    
    % Decrease the temperature according to the cooling schedule
    initialTemperature = initialTemperature * coolingRate;
end

% Display the best state and objective value
disp("Best State:");
disp(bestState);
disp("Best Objective Value:");
disp(bestObjective);
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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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