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From: yongjie on 12 May 2010 16:44
Hi, guys
I have a problem with simulannealbnd. my question is this, I have a objective function, for say q(beta),beta is a k dimension vector, I try to find a level set for this function around it's local or global minimum. Something like a set of beta's, which make the objective function q() such that q(beta)<minimum of q()+ delta, delta is a small positive number.
I need the annealling process stay long enough around the local minimum, so that I could have a representative sequences of beta. It seems the simulannealbnd fnction doesn't provide an easy way to control this and I don't know how can I get the sequence used by the function to get the local minumum.
Any suggestion will be helpful
From: Alan Weiss on 13 May 2010 09:15
On 5/12/2010 4:44 PM, yongjie wrote:
> Hi, guys
> I have a problem with simulannealbnd. my question is this, I have a
> objective function, for say q(beta),beta is a k dimension vector, I try
> to find a level set for this function around it's local or global
> minimum. Something like a set of beta's, which make the objective
> function q() such that q(beta)<minimum of q()+ delta, delta is a small
> positive number. I need the annealling process stay long enough around
> the local minimum, so that I could have a representative sequences of
> beta. It seems the simulannealbnd fnction doesn't provide an easy way to
> control this and I don't know how can I get the sequence used by the
> function to get the local minumum. Any suggestion will be helpful

I'm not exactly sure what you hope to do, but have you tried using
iterative display to see the sequences of points simulannealbnd uses?
opts = saoptimset('Display','iter');
x = simulannealbnd(fun,x0,lb,ub,opts)

This displays the sequence of function values. If you also want the
sequence of x-values, use an output function:
http://www.mathworks.com/access/helpdesk/help/toolbox/gads/bq26j8s-1.html#bq26j8s-7
For an example of an output function that records the sequence of
x-values (the history of iterations), see
http://www.mathworks.com/access/helpdesk/help/techdoc/math/bsgpq6p-23.html#bsgpq6q-31

Alan Weiss
MATLAB mathematical toolbox documentation
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