Common output for all CGO solvers
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Contents |
Output parameters
Result structure
Structure with results from optimization
The following fields are used | |
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Field | Description |
x_k | Matrix with the best points as columns, f(x_k) == f_k |
Iter | Number of iterations |
FuncEv | Number of function evaluations |
ExitText | Text string giving ExitFlag and Inform information |
ExitFlag | Always 0, except 1 = Initial interpolation failed, normally because too huge f(x) (rbfSolve only) |
Inform | Value 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 | |
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Name | Name of the problem |
WSInfo | Structure 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.
WSInfo
Structure with warm start information
The following fields are used | |
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Name | Name of the problem |
OMIN | Matrix d x nLocal with nLocal minima, in original coordinates, found during last or previous runs. |
FMIN | Column vector with nLocal costly function values f(x) computed at the nLocal points in OMIN |
nInit | Number of initial points >= d+1 (2^{d} if center points) |
O | Matrix with sampled points (in original space) |
X | Matrix with sampled points (in unit space if Prob.CGO.SCALE == 1) |
F00 | Vector of pure function values, before penalties. |
Cc | Matrix with COSTLY costraint values, Cc(x). Non-costly constraint values, Cn(x), are always recomputed using the linear constraints and noncostly nonlinear c(x). |
F | Vector with function values (penalty added for costly Cc(x)) |
Fpen | Vector with function values + additional penalty if infeasible |
Feasible | If Feasible = 1, at least one feasible point has been found |
fMin | Lowest function values found |
CcMin | Costly constraint values at best point found. Now empty. |
fMinIter | Iteration when (xMin, fMin) was found |
fMinIdx | Iteration when (xMin, fMin) was found |
rngState | Current state of the random number generator used |