/SBDOT

Surrogate Based Design Optimization Toolbox

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

Surrogate Based Design Optimization Toolbox


MATLAB Toolbox for metamodeling and solving optimization problem. The function to surrogate and optimize can be evaluated from an external numerical simulator.

SBDOT Copyright (C) 2017 CEA - LETI, DOPT. Author: C. Durantin

General informations

Metamodeling features :

  • Kriging (gaussian process based surrogate model)
  • Radial Basis Function
  • Co-kriging (multifidelity)
  • CoRBF (multifidelity)
  • BQQV Kriging (for qualitative variables)

Optimization features :

  • CMAES (constrained single objective)
  • NSGA-II (constrained multiobjective)
  • MGDA (unconstrained multiobjective)

Adaptive Sampling strategy :

  • Expected improvement (constrained global optimization)
  • Gutmann criterion (constrained global optimization)
  • Expected hypervolume improvement (multiobjective)
  • Robust efficient global optimization