Simulated Annealing with two vector Decision Variables

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Saifullah Khalid
Saifullah Khalid le 12 Juin 2017
Commenté : Saifullah Khalid le 12 Juin 2017
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))

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John D'Errico
John D'Errico le 12 Juin 2017
Modifié(e) : John D'Errico le 12 Juin 2017
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.

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