Use surrogate optimization for expensive (time-consuming) objective functions. The solver requires finite bounds on all variables, allows for nonlinear inequality constraints, and accepts integer constraints on selected variables. The solver can optionally save its state after each function evaluation, enabling recovery from premature stops.
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Surrogate Optimization of Multidimensional Function
Solve a multidimensional problem using surrogateopt,
patternsearch, and fmincon, and then compare
the results.
Search for the global minimum using surrogateopt, and then modify
options of the function to revise the search.
How to interpret a surrogateoptplot plot.
Compare Surrogate Optimization with Other Solvers
Compare surrogateopt to patternsearch and
fmincon on a nonsmooth problem.
Surrogate Optimization of Six-Element Yagi-Uda Antenna
Solve an antenna design problem using surrogate optimization.
Shows how to use checkpoint files to restart, recover, analyze, or extend an optimization.
Surrogate Optimization with Nonlinear Constraint
Solve a problem containing a nonlinear ODE with a nonlinear constraint using
surrogateopt.
Convert Nonlinear Constraints Between surrogateopt Form and Other Solver Forms
Presents techniques for converting objective and nonlinear constraint functions for
other solvers to and from surrogateopt form.
Mixed-Integer Surrogate Optimization
Integer-constrained surrogate optimization.
Integer Optimization with Custom Output Function
Choose components from lists to best fit a response curve.
Solve Nonlinear Problem with Integer and Nonlinear Constraints
Solve a nonlinear problem with both integer and nonlinear constraints.
Use surrogateopt to solve a feasibility problem.
Fix some variables by setting their upper and lower bounds equal.
What Is Surrogate Optimization?
Surrogate optimization attempts to find a global minimum of an objective function using few objective function evaluations.
Surrogate Optimization Algorithm
Learn details of the surrogate optimization algorithm, when run in serial or parallel.
Surrogate Optimization Options
Explore the options for surrogate optimization, including algorithm control, stopping criteria, command-line display, and output and plot functions.