MATLAB: Are there any functions within MATLAB for performing simulated annealing

Question

Are there any functions within MATLAB for performing simulated annealing?

Answer 1

This enhancement has been incorporated in Release 2007a (R2007a). For previous product releases, read below for any possible workarounds:

There are currently no functions within MATLAB that implement the simulated annealing algorithm. If you are looking for alternative optimization algorithms to those found in the Optimization Toolbox, you may want to consider the Genetic Algorithm and Direct Search Toolbox.

Traditional derivative-based optimization methods, like those found in the Optimization Toolbox, are fast and accurate for many types of optimization problems. These methods are designed to solve “smooth,” i.e., continuous and differentiable, minimization problems, as they use derivatives to determine the direction of descent. However, using derivatives is often ineffective when problems lack smoothness, for example, problems with discontinuous, nondifferentiable, or stochastic objective functions. For nonsmooth problems like these, methods such as the genetic algorithm or the more recently developed pattern search algorithm, both found in the Genetic Algorithm and Direct Search Toolbox, are effective alternatives.

For more information about the Genetic Algorithm and Direct Search Toolbox, see the following URL:

http://www.mathworks.com/products/gads/