Matlab Hill-climbing question

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HW1_hill_climbing.doc

Home Work #1

Hill Climbing

Max pts 20

The function to be optimized is given by:

F(x) = 2-2((x-0.1)/0.9)2 (sin(5πx))6

X ε [0,1]

Use the following algorithms to find the global optimum for the given function. Use a real valued representation scheme for the candidate solutions (variable x).

1. Simple Hill Climbing

2. An iterated Hill Climbing

3. Stochastic Hill Climbing

4. Simulated Annealing

For the simple Hill Climbing, try different initial configurations as attempts at finding the global maximum. Was this algorithm successful?

Discuss the sensitivity of all the algorithms, what can you conclude?

Compare the performance of these algorithms in terms of time required to converge. What can you conclude?

Fill in the entries in the following Table.

Algoraithm Name

Global Optimum Achieved or not

Value of the optimum reached

Run Time

Simple Hill Climbing

Iterated Hill Climbing

Stochastic Hill Climbing

Simulated Annealing