MATLAB: How to add condition for X in simulannealbnd

Global Optimization Toolboxsimulannealbnd

for X = SIMULANNEALBND(FUN,X0,LB,UB)， the vector X0 starts the point finding so that the answer LB<=X<=UB. How if i want to add a certain condition to vector X, say exp(X(1)+X(2))<X(3)?

Another word to say besides the X must in between LB and UB, X has to fulfill the condition as well.

Thanks!

Best Answer

Simulated Annealing does not allow for non-linear constraints, it only allows bound constraints. Hence simulannealibnd.

If you have non-linear constraints such as the one you shared in the questions, you can use GA instead

http://www.mathworks.com/help/gads/ga.html

Related Solutions

MATLAB: Writing Constaints for simulannealbnd

The constraint you have is not a bound, it is a linear inequality constraint that cannot be represented by a bound.

I strongly suggest that you do not use simulannealbnd for this problem, and instead use fmincon if your objective function is smooth, and use patternsearch otherwise. If you are looking for a global solution, then start the solver from a variety of initial points

x0 = lb + rand(size(lb)).*(ub - lb);

By the way, you wrote that your lower bound is x >= 1, not x >= 0, since you said lb = ones and not zeros.

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: How to change this piece of code from GA to IntLinProg

intlinprog does not accept nonlinear constraints. Also, it accepts only linear objective functions.