Difference between revisions of "Optimizer"

From SUMOwiki
Jump to navigationJump to search
Line 1: Line 1:
 
== Optimizer ==
 
== Optimizer ==
  
The SUMO Toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the [[SampleSelector#InfillSamplingCriterion| InfillSamplingCriterion]]). Currently the following optimization methods are supported:
+
The SUMO Toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the [[SampleSelector#InfillSamplingCriterion| InfillSamplingCriterion]] or the [[Add Modeling Algorthm|Model Builder]]).
  
=== DirectOptimizer ===
+
A list of available optimizers is found in <code>src/matlab/tools/Optimizer</code>.
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 [[SampleSelector#InfillSamplingCriterion|expected improvement function]].
 
  
=== MatlabOptimizer ===
+
If you want to add a new optimizer please see [[Add a new optimizer]].
This optimizer is a wrapper around Matlab's own optimization methods: fminunc and fmincon.
 
 
 
=== CMAESOptimizer ===
 
 
 
=== MatlabGA ===
 
 
 
=== DifferentialEvolution ===
 

Revision as of 17:36, 8 February 2009

Optimizer

The SUMO Toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the InfillSamplingCriterion or the Model Builder).

A list of available optimizers is found in src/matlab/tools/Optimizer.

If you want to add a new optimizer please see Add a new optimizer.