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    Matlab Assignment Simulated Annealing: Revathi S 410115004 Ice. Dept

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    raj
    The document describes using simulated annealing to minimize the function f(x,y) = (x + 2y -7)2 + (2x + y - 5)2. It initializes temperature T and randomly selects initial x and y values. It calculates the cost function for new random x and y values, and either accepts or rejects the new values based on the cost difference and a probability function involving T. T is reduced over iterations until a stopping criterion is met. The results find the minimum x and y values as 3 and 1 with a cost of 8 after 70 iterations.

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    Matlab Assignment Simulated Annealing: Revathi S 410115004 Ice. Dept

    Uploaded by

    raj
    46 views5 pages
    The document describes using simulated annealing to minimize the function f(x,y) = (x + 2y -7)2 + (2x + y - 5)2. It initializes temperature T and randomly selects initial x and y values. It calculates the cost function for new random x and y values, and either accepts or rejects the new values based on the cost difference and a probability function involving T. T is reduced over iterations until a stopping criterion is met. The results find the minimum x and y values as 3 and 1 with a cost of 8 after 70 iterations.

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    Original Title

    Simulated Annealing

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    The document describes using simulated annealing to minimize the function f(x,y) = (x + 2y -7)2 + (2x + y - 5)2. It initializes temperature T and randomly selects initial x and y values. It calculates the cost function for new random x and y values, and either accepts or rejects the new values based on the cost difference and a probability function involving T. T is reduced over iterations until a stopping criterion is met. The results find the minimum x and y values as 3 and 1 with a cost of 8 after 70 iterations.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    46 views5 pages

    Matlab Assignment Simulated Annealing: Revathi S 410115004 Ice. Dept

    Uploaded by

    raj
    The document describes using simulated annealing to minimize the function f(x,y) = (x + 2y -7)2 + (2x + y - 5)2. It initializes temperature T and randomly selects initial x and y values. It calculates the cost function for new random x and y values, and either accepts or rejects the new values based on the cost difference and a probability function involving T. T is reduced over iterations until a stopping criterion is met. The results find the minimum x and y values as 3 and 1 with a cost of 8 after 70 iterations.

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    MATLAB ASSIGNMENT

    SIMULATED ANNEALING

    REVATHI S
    410115004
    ICE. DEPT.
    SIMULATED ANNEALING

    OBJECTIVE:

    Simulate annealing to minimize the function: f(x, y) = (x + 2y -7)2 + (2x + y - 5)2


    with x and y ranging from -10 to 10. Plot the following graph a) 3D graph
    b) Convergence graph

    ALGORITHM:

    Step 1: Initialize the value the temperature ‘T’.

    Step 2: Randomly select the current values for the variables ‘x’ and ‘y’ from the
    range as defined above. Let it be ‘xc’and ‘yc’ respectively.

    Step 3: Compute the corresponding cost function value f (xc , yc).

    Step 4: Randomly select the next set of values for the variables ‘x’ and ‘y’ from the
    range as defined above. Let it be ‘xn’ and ‘yn’ respectively.

    Step 5: Compute the corresponding cost function value f (xn, yn).

    Step 6: If f (xn, yn)<= f(xc , yc), then the current values for the random variables
    xc = xn, yc= yn.

    Step 7: If f(xn, yn)>f(xc , yc), then the current values for the random variables
    xc = xn, yc= yn are assigned only when
    exp [(f (xc , yc)- f(xn, yn))/T] > rand
    Note that when the temperature ‘T’ is less, the probability of selecting the
    new values as the current values is less.

    Step 8: Reduce the temperature T=T*r , where r=1/log(100) is a scaling factor.

    Step 9: Repeat STEP 3 to STEP8 for n times until ‘T’ reduces to the
    particular percentage of initial value assigned to ‘T
    M-code for Simulated Annealing:
    clc
    curvalx=randi([-10 10]);
    curvaly=randi([-10 10]);
    curcost=minfn(curvalx,curvaly);
    T=1000;
    for i=1:1:70
    newvalx=randi([-10 10]);
    newvaly=randi([-10 10]);
    newcost=minfn(newvalx,newvaly);
    if((newcost-curcost)<=0)
    curvalx=newvalx;
    curvaly=newvaly;
    curcost=minfn(curvalx,curvaly);
    else
    if(exp((curcost-newcost)/T)>rand)
    curvalx=newvalx;
    curvaly=newvaly;
    curcost=minfn(curvalx,curvaly);
    end
    end
    T=T/log(70);
    I(i)=i;
    a(i)=curvalx;
    b(i)=curvaly;
    c(i)=minfn(curvalx,curvaly);
    pause(0.2)
    end
    figure(1)
    plot3(a,b,c)
    xlabel('Current value of x');
    ylabel('Current value of y');
    zlabel('cost function');
    title('3D plot');
    hold on
    figure(2)
    plot(I,c);
    xlabel('iterations');
    ylabel('cost function');
    title('Convergence plot');
    hold on

    M code for function:


    function[result]=minfn(x,y)
    result=((x+2*y-7)^2+(2*x+y-5)^2)
    RESULTS:

    With 70 iterations, the best values of x and y are 3, 1 respectively and the corresponding cost
    function value is 8.

    3D plot

    60 X: -3
    X: -4
    Y: 4
    Y: 6
    Z: 53
    Z: 50
    50

    X: -3
    40 Y: 7
    Z: 32
    cost function

    30 X: -2
    Y: 6
    Z: 18
    20
    X: 3
    Y: 1
    Z: 8
    10

    0
    10

    5 10
    5
    0
    0
    Current value of y -5
    -5 Current value of x
    -10 -10

    Figure 1: 3D plot
    Convergence Plot
    55

    50

    45

    40

    35
    cost function

    30

    25

    20

    15

    10

    5
    0 10 20 30 40 50 60 70
    iterations

    Figure 2: convergence plot

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