Optimizer

Optimizer

The SUMO toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the InfillSamplingCriterion). Currently the following optimization methods are supported:

DirectOptimizer

DIviding RECTangles is a global optimization algorithm based on the divide & conqueror philosophy. It is quite efficient at finding accurate, global optimums of computationel cheap functions. It is one of the standard choices to optimize the expected improvement function.

MatlabOptimizer

This optimizer is a wrapper around Matlab's own optimization methods: fminunc and fmincon.