フィルターのクリア

Need clarification about reannealing in simulannealbnd

2 ビュー (過去 30 日間)
Pragya Srivastava
Pragya Srivastava 2017 年 10 月 5 日
編集済み: Pragya Srivastava 2017 年 10 月 5 日
Hello,
I have some questions regarding 'reannealing' process of MATLAB function simulannealbnd. I am following this link. https://uk.mathworks.com/help/gads/how-simulated-annealing-works.html
1. It says that reannealing is done after a fixed number of accepted steps with the default number of steps being 100. I am trying to minimise an objective function of 5 variables. The reannealing seems to happen at the interval of every ~150 (but not exactly 150) iterations (which I presume is same as number of accepted steps). Could someone help me understand this ?
2. How does the process of reannealing converge ? Do the increase in temperatures due reannealing keep decreasing ?
3.If any of the stopping criteria is not met in between two reannealings, then how does the optimisation process ever stop ? In other words, what guarantees that the simulated annealing will converge (i.e. one of the criteria is met e.g. say objective function changes less than the FunctionTolerance) in between two reannealings ?
4. Is it possible to modify the stopping criteria so that the algorithm stops after fixed number of iterations after a best value of objective function is reached ? e.g. if objective function has best value =0.11 which does not change after ~ 2000 iterations, is it possible to make this a stopping criterion ? 6. Finally, is there a way to switch off reannealing ?
I also read the reference as given in this link but that is a general account of adaptive simulated annealing and I am not completely clear on how MATLAB adopts it, specially the reannealing part.
Thanks in advance for help --Pragya

回答 (0 件)

カテゴリ

Help Center および File ExchangeSimulated Annealing についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by