MATLAB: Simulated Annealing with two vector Decision Variables

MATLAB: Simulated Annealing with two vector Decision Variables

optmizationsimulated annealing

I have an objective function which takes two distinct vector (price1 and price2) decision variables each 24 elements long and evaluate to a scaler value. I want to get an optimized values for these two vectors (price1 and price2) using Matlab simulannealbnd function. I am not sure whether this Matlab function can take two vectors as input at a time and optimize or I have to do iteratively, optimize price1 while fixing price2 vice versa. The objective function is:
profit = sum(sum(W.*price1(1:4)) + sum(Y(1:24).*price2(1:24))

Best Answer

  • Is there a good reason why you cannot set it up to optimize one vector of length 48, where you split it into a pair of vectors? No. Numbers are just numbers until you define what they mean.
  • Add a Comment

    Your email address will not be published. Required fields are marked *