Output function for Simulated Anealing

Hello,

I am using Simulated anealing as my optimization solver. Unfortunately, I am unable to get what I want. When I look at the 'optimValues' (see bellow)I do not see 2 VERY IMPORTANT piece of information: 1) the current best solution x 2) The objective value of the current best solution. I believe you agree with me that these 2 pieces of information are the most important information any user needs (or wants) to know.

I do not know what to do with this??? !!!

Any idea?

Thanks for your kind help, in advance!

Babak

Default properties:

AcceptanceFcn: @acceptancesa

AnnealingFcn: @annealingfast

DataType: 'double'

Display: 'iter'

FunctionTolerance: 1.0000e-06

HybridFcn: []

InitialTemperature: [8×1 double]

MaxFunctionEvaluations: 1.7977e+308

MaxIterations: 200

MaxStallIterations: 4000

MaxTime: Inf

ObjectiveLimit: -Inf

OutputFcn: {@(optimValues,options,flag)myoutput_SA_Parametric(optimValues,options,flag,Max_iter)}

PlotFcn: []

ReannealInterval: 100

TemperatureFcn: @temperatureexp

Answer 1

[Sarthak]

Hi Mohammad,

As per my understanding, the optimValues structure does contain

• x — Current point
• fval — Objective function value at x
• bestx — Best point found so far
• bestfval — Objective function value at best point

Attaching a documentation link for your reference as well.

https://www.mathworks.com/help/gads/simulated-annealing-options.html

Answer 2

[Alan Weiss]

You have mistaken the output of optimoptions for the optimvalues structure in simulate annealing.

opts = optimoptions("simulannealbnd")

opts = 
  simulannealbnd options:

   Set properties:
     No options set.

   Default properties:
             AcceptanceFcn: @acceptancesa
              AnnealingFcn: @annealingfast
                  DataType: 'double'
                   Display: 'final'
         FunctionTolerance: 1.0000e-06
                 HybridFcn: []
        InitialTemperature: 100
    MaxFunctionEvaluations: '3000*numberOfVariables'
             MaxIterations: Inf
        MaxStallIterations: '500*numberOfVariables'
                   MaxTime: Inf
            ObjectiveLimit: -Inf
                 OutputFcn: []
                   PlotFcn: []
          ReannealInterval: 100
            TemperatureFcn: @temperatureexp

When you create an output function for simulated annealing you can obtain the information from the optimvalues structure as described in Output Function Options. For an example showing how to use an output function for ga, which has a different syntax, see Custom Output Function for Genetic Algorithm. Be careful to use the syntax for simulannealbnd, not the syntax for ga, in your custom output function.

Alan Weiss

MATLAB mathematical toolbox documentation