/Srgt_Optim

Surrogate model and surrogate base optimization algorithm

Primary LanguageMATLAB

Surrogate Model and Optimize Algorithm

dir

common/: Benchmark and common use debug function.
LHD/: Latin hypercubic design method.
ML/: Light machine learning algorithm.
optimizer/: Surrogate base optimization algorithm.
surrogate/: Surrogate model.

about optimizer

Surrogate base optimization algorithm(SBOA) is used to solve expensive black-box problem.
Expensive black-box problem is time consume problem. The fewer model calls, the better.
During optimize, number of function to evaluate(NFE) is important.

how to use optimizer

Optimizer basic input is objcon_fcn, vari_num, low_bou, up_bou.
Function objcon_fcn should return [obj, con, coneq]