Use surrogate optimization for expensive (time-consuming) objective functions. The solver accepts only bound constraints, and requires finite bounds on all variables. The solver can optionally save its state after each function evaluation, enabling recovery from premature stops.
Solve a multidimensional problem using
fmincon, and then compare
Search for the global minimum using
surrogateopt, and then modify
options of the function to revise the search.
How to interpret a
fmincon on a nonsmooth problem.
Solve an antenna design problem using surrogate optimization.
Shows how to use checkpoint files to restart, recover, analyze, or extend an optimization.
Solve a problem containing a nonlinear ODE with a nonlinear constraint using
Surrogate optimization attempts to find a global minimum of an objective function using few objective function evaluations.
Learn details of the surrogate optimization algorithm, when run in serial or parallel.
Explore the options for surrogate optimization, including algorithm control, stopping criteria, command-line display, and output and plot functions.