Common output for all CGO solvers

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Output parameters

Result structure

Structure with results from optimization

The following fields are used
x_kMatrix with the best points as columns, f(x_k) == f_k
IterNumber of iterations
FuncEvNumber of function evaluations
ExitTextText string giving ExitFlag and Inform information
ExitFlagAlways 0, except

1 = Initial interpolation failed, normally because too huge f(x) (rbfSolve only)

InformValue indicating the type of termination. See the table for the specific solver

Save file

To make a warm start possible, all CGO solvers save the following information to the file cgoSave.mat

The following variables are saved
NameName of the problem
WSInfoStructure with warmstart information, see table below

If the cgoSave.mat file fails to open for writing, the information is also available in Result.CGO.WarmStartInfo. Through a call to WarmDefGLOBAL, the Prob structure can be setup for warm start. In this case, the solver will not load the data from cgoSave.mat.


Structure with warm start information

The following fields are used
NameName of the problem
OMINMatrix d x nLocal with nLocal minima, in original coordinates, found during last or previous runs.
FMINColumn vector with nLocal costly function values f(x) computed at the nLocal points in OMIN
nInitNumber of initial points >= d+1 (2d if center points)
OMatrix with sampled points (in original space)
XMatrix with sampled points (in unit space if Prob.CGO.SCALE == 1)
F00Vector of pure function values, before penalties.
CcMatrix with COSTLY costraint values, Cc(x).

Non-costly constraint values, Cn(x), are always recomputed using the linear constraints and noncostly nonlinear c(x).

FVector with function values (penalty added for costly Cc(x))
FpenVector with function values + additional penalty if infeasible
Feasible If Feasible = 1, at least one feasible point has been found
fMinLowest function values found
CcMinCostly constraint values at best point found. Now empty.
fMinIterIteration when (xMin, fMin) was found
fMinIdxIteration when (xMin, fMin) was found
rngStateCurrent state of the random number generator used
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