Surrogate Optimization

Surrogate optimization solver for expensive objective functions, with bounds and optional integer constraints

Use surrogate optimization for expensive (time-consuming) objective functions. The solver requires finite bounds on all variables, and accepts integer constraints on selected variables. The solver can optionally save its state after each function evaluation, enabling recovery from premature stops.

Functions

expand all

surrogateoptSurrogate optimization for global minimization of time-consuming objective functions
optimoptionsCreate optimization options
resetoptionsReset options

Topics

Optimize Using Surrogate Optimization

Surrogate Optimization of Multidimensional Function

Solve a multidimensional problem using surrogateopt, patternsearch, and fmincon, and then compare the results.

Modify surrogateopt Options

Search for the global minimum using surrogateopt, and then modify options of the function to revise the search.

Interpret surrogateoptplot

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.

Work with Checkpoint Files

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.

Mixed-Integer Surrogate Optimization

Integer-constrained surrogate optimization.

Integer Optimization with Custom Output Function

Choose components from lists to best fit a response curve.

Fix Variables in surrogateopt

Fix some variables by setting their upper and lower bounds equal.

Surrogate Optimization Background

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.

Related Information