Difference between revisions of "Config:Optimizer"

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(AutoConfig for SUMO 6.2)
 
(AutoConfig for SUMO 6.2)
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=== directOptimizer ===
 
=== directOptimizer ===
DIRECT optimizer
+
The DIviding RECtangles (DIRECT) optimization technique of Donald D. R. Jones
 
<source xmlns:saxon="http://icl.com/saxon" lang="xml">
 
<source xmlns:saxon="http://icl.com/saxon" lang="xml">
 
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#DirectOptimizer|DirectOptimizer]]">
 
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#DirectOptimizer|DirectOptimizer]]">
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</source>
 
</source>
 
=== patternsearch ===
 
=== patternsearch ===
Matlab's pattern search
+
Matlab Pattern search (patternsearch function of Matlab Direct Search toolbox)
 
<source xmlns:saxon="http://icl.com/saxon" lang="xml">
 
<source xmlns:saxon="http://icl.com/saxon" lang="xml">
 
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabPatternSearch|MatlabPatternSearch]]">
 
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabPatternSearch|MatlabPatternSearch]]">
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</source>
 
</source>
 
=== fminconWithDerivatives ===
 
=== fminconWithDerivatives ===
Another optimizer (used by kriging components in this file)
+
Matlab fmincon (Active-set) using derivative information (used for kriging models in SUMO-toolbox)
 
<source xmlns:saxon="http://icl.com/saxon" lang="xml">
 
<source xmlns:saxon="http://icl.com/saxon" lang="xml">
 
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabOptimizer|MatlabOptimizer]]">
 
<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabOptimizer|MatlabOptimizer]]">

Revision as of 12:51, 2 October 2009

Generated for SUMO toolbox version 6.2. We are well aware that documentation is not always complete and possibly even out of date in some cases. We try to document everything as best we can but much is limited by available time and manpower. We are are a university research group after all. The most up to date documentation can always be found (if not here) in the default.xml configuration file and, of course, in the source files. If something is unclear please dont hesitate to ask.

Optimizer

directOptimizer

The DIviding RECtangles (DIRECT) optimization technique of Donald D. R. Jones

<[[Config:Optimizer|Optimizer]] type="[[Optimizer#DirectOptimizer|DirectOptimizer]]">
   <Option key="maxevals" value="1000"/>
   <Option key="maxits" value="300"/>
</[[Config:Optimizer|Optimizer]]>

patternsearch

Matlab Pattern search (patternsearch function of Matlab Direct Search toolbox)

<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabPatternSearch|MatlabPatternSearch]]">
   <Option key="maxIterations" value="500"/>
   <Option key="maxFunEvals" value="1000"/>
</[[Config:Optimizer|Optimizer]]>

fminconWithDerivatives

Matlab fmincon (Active-set) using derivative information (used for kriging models in SUMO-toolbox)

<[[Config:Optimizer|Optimizer]] type="[[Optimizer#MatlabOptimizer|MatlabOptimizer]]">
   <Option key="gradobj" value="on"/>
   <Option key="derivativecheck" value="off"/>
   <Option key="diagnostics" value="off"/>
   <Option key="algorithm" value="active-set"/>
</[[Config:Optimizer|Optimizer]]>