Simulated Annealing with two vector Decision Variables

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))

 채택된 답변

John D'Errico
John D'Errico 2017년 6월 12일
편집: John D'Errico 2017년 6월 12일

0 개 추천

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.

추가 답변 (0개)

카테고리

도움말 센터File Exchange에서 Simulated Annealing에 대해 자세히 알아보기

Community Treasure Hunt

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

Start Hunting!

Translated by