nonlinear constrained optimization using simulated annealing

Hi, I am optimizing my system design using MATLAB GLOBAL OPTIMIZATION TOOLBOX.i used GA and it worked well.Now i am trying to use another technique to compare and verify the results. My objective function is nonlinear constrained type and I am trying to use SA.But SA doesn't have any provision for constrained problem.Is there any way to do so.plz suggest.

Answer 1

[Alan Weiss]

The only way to do this using SA is to write your own SA solver.

You would do much better to use patternsearch. In fact, patternsearch is usually faster, more robust, and more reliable than ga, and is easier to tune.

Alan Weiss

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