CGO arbfMIP - Revision history

Bjorn: /* Output printing */

2014-06-21T21:16:42Z

Output printing

@@ Line 362: / Line 362: @@
 |''Sn''     ||f(x) = ''min_sn'', ''onB'', ''doX'', ''doM'', ''doO'' values for ''min_sn_y'', and ''x:'' are values for ''min_sn_y'' transformed back to original coordinates if ''SCALE'' == 1
 |-
-|colspan="2"|'''NOTE: All distances measured are in ''SCALED'' space [0,1]<sup>d</sup>, if ''SCALE' == 1'''
+|colspan="2"|'''''NOTE: All distances measured are in ''SCALED'' space [0,1]<sup>d</sup>, if ''SCALE' == 1'''''
+|-
 |}

Bjorn: /* Output printing */

2014-06-21T16:29:17Z

Output printing

← Older revision		Revision as of 12:29, 21 June 2014
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	\|colspan="2"\|'''Row m+3 with values for current global surface minimum (min_sn_y, min_sn)		\|colspan="2"\|'''Row m+3 with values for current global surface minimum (min_sn_y, min_sn)
	\|-		\|-
	\|''Sn'' \|\|f(x) = min_sn, onB, doX, doM, doO values for min_sn_y, and x: are values for min_sn_y transformed back to original coordinates if ''SCALE'' == 1		\|''Sn'' \|\|f(x) = ''min_sn'', ''onB'', ''doX'', ''doM'', ''doO'' values for ''min_sn_y'', and ''x:'' are values for ''min_sn_y'' transformed back to original coordinates if ''SCALE'' == 1
	\|-		\|-
	\|colspan="2"\|'''NOTE: All distances measured are in ''SCALED'' space [0,1]<sup>d</sup>, if ''SCALE' == 1'''		\|colspan="2"\|'''NOTE: All distances measured are in ''SCALED'' space [0,1]<sup>d</sup>, if ''SCALE' == 1'''

Bjorn: /* Output printing */

2014-06-21T16:27:57Z

Output printing

@@ Line 219: / Line 219: @@
 ===Output printing===
 {|class="wikitable"
@@ Line 290: / Line 288: @@
 |-
 |''snOptE''||Sum of negative eigenvalues of surface Hessian at ''xOptS'', sum((eig(sn_H(xOptS)) < 0))
 |}

Bjorn: /* Output printing */

2014-06-21T16:22:22Z

Output printing

← Older revision		Revision as of 12:22, 21 June 2014
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	\|<nowiki>--->></nowiki> \|\|Time stamp (date and exact time of this printout)		\|<nowiki>--->></nowiki> \|\|Time stamp (date and exact time of this printout)
	\|-		\|-
	\|''N'' \|\|Cycle ~~length~~ ''~~Prob.CGO.N~~''~~<br>~~0 to ''N''-1 are global steps. Last step ''N'' in cycle is surface minimum		\|''Cycle''\|\|Cycle steps global to local. ''infStep'' is marked -1, 0 to ''N''-1 are global steps. Last step ''N'' in cycle is surface minimum
	\|-		\|-
	\|~~fGoal~~ \|\|~~Goal value (if set)~~		\|''R'' \|\|If the letter R is printed, the current step is a RESCUE step, i.e. the new point is already sampled in a previous step, instead the surface minimum is used as a rescue
	\|-		\|-
	\|fMin \|\|Best f(x) found so far. E.g. at 27/It 12 means ''n''=27, ''Iter''=12<br>''fMinI'' means the best f(x) is infeasible<br>''fMinF'' means the best f(x) is feasible (also integer feasible)		\|''fnStar''\|\|Target value fn_star (if set)
			\|-
			\|''fGoal'' \|\|Goal value (if set)
			\|-
			\|''fMin'' \|\|Best f(x) found so far. E.g. at 27/It 12 means ''n''=27, ''Iter''=12<br>''fMinI'' means the best f(x) is infeasible<br>''fMinF'' means the best f(x) is feasible (also integer feasible)
	\|-		\|-
	\|colspan="2"\|'''''Row 2'''''		\|colspan="2"\|'''''Row 2'''''
Line 261:		Line 265:
	\|colspan="2"\|'''''Row 3'''''		\|colspan="2"\|'''''Row 3'''''
	\|-		\|-
	\|''xMin'' \|\|Best point in initial set X		\|''xMin'' \|\|Best point in initial set ''X''
	\|-		\|-
	\|colspan="2"\|'''''Row 4'''''		\|colspan="2"\|'''''Row 4'''''
	\|-		\|-
	\|''~~xOpt~~''\|\|User-given global optimum ''Prob.x_opt'' (if defined)		\|''xOptS''\|\|User-given global optimum ''Prob.x_opt'' (if defined)
	\|- style="text-align:center;"		\|- style="text-align:center;"
	\|colspan="2"\|'''If ''PriLev'' > 2 and global optimum ''~~xOpt~~'' known and given in ''Prob.x_opt'' '''		\|colspan="2"\|'''If ''PriLev'' > 2 and global optimum ''xOptS'' known and given in ''Prob.x_opt'' '''
	\|-		\|-
	\|colspan="2"\|'''''Row 5'''''		\|colspan="2"\|'''''Row 5'''''
	\|-		\|-
	~~\|''xOpt''\|\|The known global optimum~~		\|''SumXO'' \|\|Sum of distances from global optimum ''xOptS'' to all sampled points ''X'' in experimental design
	\|-
	~~\|colspan="2"\|'''''Row 6'''''~~
	\|-
	\|''SumXO'' \|\|Sum of distances from global optimum to all sampled points ''X'' in experimental design
	\|-		\|-
	\|''MeanXO''\|\|Mean of distances from global optimum to all sampled points ''X'' in experimental design		\|''MeanXO''\|\|Mean of distances from global optimum ''xOptS'' to all sampled points ''X'' in experimental design
	\|-		\|-
	\|doO \|\|Distance from global optimum to closest point of sampled points ''X'' in experimental design		\|doO \|\|Distance from global optimum ''xOptS'' to closest point of sampled points ''X'' in experimental design
	\|- style="text-align:center;"		\|- style="text-align:center;"
	\|colspan="2"\|'''If ''PriLev'' > 3'''		\|colspan="2"\|'''If ''PriLev'' > 3'''
	\|-		\|-
	\|dXO \|\|Minimal distance from global optimum to closest point of all sampled points ''X'' in experimental design		\|dXO \|\|Minimal distance from global optimum ''xOptS'' to closest point of all sampled points ''X'' in experimental design
	\|-		\|-
	\|''snOptf''\|\|Surface value at ''~~xOpt~~'', ''sn_f(~~xOpt~~)''		\|''snOptf''\|\|Surface value at ''xOptS'', ''sn_f(xOptS)''
	\|-		\|-
	\|''snOptg''\|\|Surface gradient at ''~~xOpt~~'', ''sn_g(~~xOpt~~)''		\|''snOptg''\|\|Surface gradient at ''xOptS'', ''sn_g(xOptS)''
	\|-		\|-
	\|''snOptE''\|\|Sum of negative eigenvalues of surface Hessian at ''~~xOpt~~'', sum((eig(sn_H(~~xOpt~~)) < 0))		\|''snOptE''\|\|Sum of negative eigenvalues of surface Hessian at ''xOptS'', sum((eig(sn_H(xOptS)) < 0))
	\|}		\|}

Bjorn: /* Output printing */

2014-06-21T12:58:13Z

Output printing

@@ Line 220: / Line 220: @@
 ===Output printing===
-To be added.
+{{cleanup|Incomplete and inconsistent (copy-pasta from rbfSolve)}}
 ==Description==

Bjorn: /* Description of Outputs */

2014-06-20T14:10:09Z

Description of Outputs

← Older revision		Revision as of 10:10, 20 June 2014
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	\|''CGO''\|\|Subfield ''WarmStartInfo'' saves warm start information, the same information as in cgoSave.mat, see [[Common output for all CGO solvers#WSInfo]].		\|''CGO''\|\|Subfield ''WarmStartInfo'' saves warm start information, the same information as in cgoSave.mat, see [[Common output for all CGO solvers#WSInfo]].
	\|}		\|}

			===Output printing===

			To be added.

	==Description==		==Description==

Bjorn: /* Problem structure */

2014-06-20T14:07:14Z

Problem structure

← Older revision		Revision as of 10:07, 20 June 2014
Line 119:		Line 119:

	\|-valign="top"		\|-valign="top"
	\|''infStep''\|\|If =1, add search step with target value ''-inf''first in cycle.<br>Default 0		\|''infStep''\|\|If =1, add search step with target value ''-inf'' first in cycle.<br>Default 0

	\|-valign="top"		\|-valign="top"

Bjorn: /* Description of Outputs */

2014-06-20T14:06:25Z

Description of Outputs

← Older revision		Revision as of 10:06, 20 June 2014
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	==Description of Outputs==		==Description of Outputs==

	~~Structure with result~~ from optimization. The following fields are ~~changed~~:
			===Result structure===
			The output structure ''Result'' contains results from the optimization.<br>The following fields are set:

	{\|class="wikitable"		{\|class="wikitable"
	!~~Output~~\|\|Description		!Field\|\|Description
			\|-valign="middle"
			\|''x_k''\|\|rowspan="5"\|See [[Common output for all CGO solvers\|Common output for all CGO solvers]] for details.
	\|-valign="top"		\|-valign="top"
	\|''~~x_k~~''~~\|\|Matrix with the best points as columns.~~		\|''f_k''
	\|-valign="top"		\|-valign="top"
	\|''~~f_k~~''~~\|\|The best function value found so far.~~		\|''Iter''
	\|-valign="top"		\|-valign="top"
	\|''~~Iter~~''~~\|\|Number of iterations.~~		\|''FuncEv''
	\|-valign="top"		\|-valign="top"
	\|''~~FuncEv~~''~~\|\|Number of function evaluations.~~		\|''ExitText''
	\|-valign="top"		\|-valign="top"
	\|''~~ExitText~~''\|\|~~Text string with information about the run.~~		\|''ExitFlag''\|\|Always 0
	\|-valign="top"		\|-valign="top"
	~~\|''ExitFlag''\|\|Always 0.~~		\|''Inform''\|\|Information parameter.
	~~\|-valign="top"~~
	~~\|''CGO''\|\|Subfield ''WarmStartInfo ''saves warm start information, the same information as in cgoSave.mat, see below.~~
	~~\|-valign="top"~~
	\|''Inform ''\|\|Information parameter.

	0 = Normal termination.		{\|class="wikitable"
			!Value\|\|Signification
	1 = Function value f(x) is less than fGoal.		\|-
			\|0\|\|Normal termination.
	2 = Error in function value ''f ''(''x'')'', <nowiki>\|</nowiki>f - ~~f Goal~~<nowiki>\|</nowiki> = fTol, fGoal ''= 0''.''		\|-
			\|1\|\|Function value f(x) is less than fGoal.
	3 = Relative Error in function value ''f ''(''x'') is less than fTol, i.e. ''<nowiki>\|</nowiki>f -~~'' ''f Goal~~<nowiki>\|</nowiki>/<nowiki>\|</nowiki>~~f Goal~~<nowiki>\|</nowiki> = fTol~~''.~~		\|-
			\|2\|\|Error in function value ''f ''(''x'')'', <nowiki>\|</nowiki>f - fGoal<nowiki>\|</nowiki> <= fTol, fGoal ''= 0''.''
	~~4 = No new point sampled for MaxCycle iteration steps.~~		\|-
			\|3\|\|Relative Error in function value ''f ''(''x'') is less than fTol, i.e. <nowiki>\|</nowiki>f - fGoal<nowiki>\|</nowiki>/<nowiki>\|</nowiki>fGoal<nowiki>\|</nowiki> <= fTol.
	~~5 = All sample points same as the best point for MaxCycle last iterations.~~

	~~6 = All sample points same as previous point for MaxCycle last iterations~~.

	7 = All feasible integers tried.		<!-- Removed for now
			\|-
			\|4\|\|No new point sampled for MaxCycle iteration steps.
			\|-
			\|5\|\|All sample points same as the best point for MaxCycle last iterations.
			\|-
			\|8\|\|No progress for ''MaxCycle * ''(''N ''+ 1) + 1 function evaluations (''> MaxCycle'' cycles, input CGO.MaxCycle).
			-->
			\|-
			\|6\|\|All sample points same as previous point for the last 11 iterations.
			\|-
			\|7\|\|All feasible integers tried.
			\|-
			\|9\|\|Max CPU Time reached.
			\|}

	~~9 = Max CPU Time reached.~~
	~~\|-valign="top"~~
	\|''cgoSave.mat''\|\|To make a warm start possible, all CGO solvers saves information in the file cgoSave.mat. The file is created independent of the solver, which enables the user to call any CGO solver using the warm start information. cgoSave.mat is a MATLAB mat-file saved to the current directory. If the parameter SAVE is 1, the CGO solver saves the mat file every iteration, which enables the user to break the run and restart using warm start from the current state. SAVE = 1 is currently always set by the CGO solvers. If the cgoSave.mat file fails to open for writing, the information is also available in the output field Result.CGO.WarmStartInfo, if the run was concluded without interruption. Through a call to WarmDefGLOBAL, the Prob structure can be setup for warm start. In this case, the CGO solver will not load the data from cgoSave.mat. The file contains the following variables:
	~~\|-valign="top"~~
	~~\|''Name ''\|\|Problem name. Checked against the ''Prob.Name ''field if doing a warmstart.~~
	~~\|-valign="top"~~
	~~\|''O ''\|\|Matrix with sampled points (in original space).~~
	~~\|-valign="top"~~
	~~\|''X ''\|\|Matrix with sampled points (in unit space if SCALE==1)~~
	~~\|-valign="top"~~
	~~\|''F ''\|\|Vector with function values (penalty added for costly Cc(x))~~
	~~\|-valign="top"~~
	~~\|''F m ''\|\|Vector with function values (replaced).~~
	~~\|-valign="top"~~
	~~\|''F00 ''\|\|Vector of pure function values, before penalties.~~
	~~\|-valign="top"~~
	~~\|''Cc''\|\|MMatrix with costly constraint values, ''C c''(''x''). ''nInit''Number of initial points.~~
	~~\|-valign="top"~~
	~~\|''Fpen''\|\|Vector with function values + additional penalty if infeasible using the linear constraints and noncostly nonlinear ''c''(''x'').~~
	~~\|-valign="top"~~
	~~\|''fMinIdx''\|\|Index of the best point found.~~
	\|-valign="top"		\|-valign="top"
	\|''~~rngState~~''\|\|~~Current state of~~ the ~~random number generator used~~.		\|''CGO''\|\|Subfield ''WarmStartInfo'' saves warm start information, the same information as in cgoSave.mat, see [[Common output for all CGO solvers#WSInfo]].
	\|}		\|}

Bjorn: /* Description of Inputs */

2014-06-20T13:59:26Z

Description of Inputs

Show changes

Ango at 11:11, 4 March 2014

2014-03-04T11:11:11Z

← Older revision		Revision as of 07:11, 4 March 2014
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	''>> ''clear cgolib		''>> ''clear cgolib
	</pre>		</pre>
			[[Category:CGO]]