Bjorn at 15:39, 20 June 2014

2014-06-20T15:39:42Z

← Older revision		Revision as of 10:39, 20 June 2014
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	</code>		</code>

			==Considerations==
	Observe that when cancelling with CTRL+C during a run, some memory allocated by the CGO solver will not be deallocated. To deallocate, do:		Observe that when cancelling with CTRL+C during a run, some memory allocated by the CGO solver will not be deallocated. To deallocate, do:
	<code>		<code>
	>> clear cgolib		>> clear cgolib
	</code		</code>

	[[Category:CGO]]		[[Category:CGO]]

Bjorn: /* Direct solver call */

2014-06-20T15:38:01Z

Direct solver call

← Older revision		Revision as of 10:38, 20 June 2014
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	Result = ego(Prob);		Result = ego(Prob);
	</code>		</code>
			then
			<code>
	PrintResult(Result);		PrintResult(Result);
	</code>		</code>

Bjorn at 15:37, 20 June 2014

2014-06-20T15:37:20Z

← Older revision		Revision as of 10:37, 20 June 2014
Line 1:		Line 1:
	{{Part Of Manual\|title=the CGO Manual\|link=[[CGO\|CGO Manual]]}}		{{Part Of Manual\|title=the CGO Manual\|link=[[CGO\|CGO Manual]]}}

			==Defining the problem==

	Let the name of the problem be "CGOF Test"		Let the name of the problem be "CGOF Test"
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	</code>		</code>

	Driver calls~~, including printing~~ with level 2:		==Driver calls==
			Printing with level 2:
	<code>		<code>
	Result = tomRun('rbfSolve',Prob,2);		Result = tomRun('rbfSolve',Prob,2);
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	</code>		</code>

	Direct solver call:		==Direct solver call==
	<code>		<code>
	Result = rbfSolve(Prob);		Result = rbfSolve(Prob);
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	</code>		</code>

			==User functions==
	The user function CGOF is written as		The user function CGOF is written as

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	Note! If CGOF has the 2nd input argument Prob, also CGOC must have that.		Note! If CGOF has the 2nd input argument Prob, also CGOC must have that.

			==Restart a problem==
	To make a restart (warm start), just set the restart flag, and call any CGO solver once again:		To make a restart (warm start), just set the restart flag, and call any CGO solver once again:
	<code>		<code>

Bjorn: Created page with "{{Part Of Manual|title=the CGO Manual|link=CGO Manual}} Let the name of the problem be "CGOF Test" The function CGOF is best written as `function f = CGOF(x, Prob)..."`


2014-06-20T15:34:27Z
Created page with "{{Part Of Manual|title=the CGO Manual|link=CGO Manual}}  Let the name of the problem be "CGOF Test" The function CGOF is best written as  <code>function f = CGOF(x, Prob)..."
New page
{{Part Of Manual|title=the CGO Manual|link=[[CGO|CGO Manual]]}}



Let the name of the problem be "CGOF Test"

The function CGOF is best written as



<code>function f = CGOF(x, Prob)</code>



Then any information, say u and W is easily sent to CGOF (and the constraint function CGOC, if present) using the Prob structure. See the example below.



Assume bounds ''x_L'' and ''x_U'' are initialized, as well as the linear constraint matrix ''A'', lower and upper bounds, ''b_L'' and ''b_U'' on the linear constraints, and lower and upper bounds ''c_L'' and ''c_U'' on the nonlinear constraints (Put [] if all bounds are inf or -inf). Use the TOMLAB Quick format:



<code>

    Prob   = glcAssign('CGOF',x_L,x_U,'CGOF Test',A,b_L,b_U,'CGOC',c_L,c_U);

    Prob.user.u = u; Prob.user.W=W;    % example of extra user data

</code>

Default values are now set for PriLevOpt, and structure optParam<br>

To change a value, examples are shown on the two next lines

<code>

    Prob.optParam.MaxFunc = 400;   % Change max number of costly function evaluations

    Prob.optParam.MaxIter = 2000;  % Change local iteration maximum to 2000

    Prob.GO.MaxFunc       = 20000; % 20000 global function values in subproblem

</code>



Driver calls, including printing with level 2:

<code>

      Result = tomRun('rbfSolve',Prob,2);

</code>

or

<code>

      Result = tomRun('arbfmip',Prob,2);

</code>

or

<code>

      Result = tomRun('ego',Prob,2);

</code>



Direct solver call:

<code>

    Result = rbfSolve(Prob);

</code>

or

<code>

    Result = arbfmip(Prob);

</code>

or

<code>

    Result = ego(Prob);

</code>

    PrintResult(Result);

</code>



The user function CGOF is written as



<code>

    function f = CGOF(x, Prob)

    u = Prob.user.u; W = Prob.user.W;

    f = "some function of x, u and W"

</code>



It is also possible (not recommmended) to use the function format

<code>

    function f = CGOF(x)

</code>

but then any additional parameters must be sent as global variables.



The user function CGOC, computing the nonlinear constraints, is written as

<code>

    function c = CGOC(x, Prob)

    u = Prob.user.u; W = Prob.user.W;

    c = "some vector function of x, V and W"

</code>



Note! If CGOF has the 2nd input argument Prob, also CGOC must have that.



To make a restart (warm start), just set the restart flag, and call any CGO solver once again:

<code>

    Prob.WarmStart = 1;

</code>

then

<code>

    Result         = tomRun('rbfSolve',Prob,2);

</code>

or

<code>

    Result         = tomRun('arbfmip',Prob,2);

</code>

or

<code>

    Result         = tomRun('ego',Prob,2);

</code>

Another option for warm start is to put the restart information from the ''Result'' structure to the ''Prob'' structure and then call a CGO solver again:

<code>

    Prob   = WarmDefGLOBAL('rbfSolve',Prob,Result)

</code>

or

<code>

    Prob   = WarmDefGLOBAL('arbfmip',Prob,Result)

</code>

or

<code>

    Prob   = WarmDefGLOBAL('ego',Prob,Result)

</code>

then (now Prob.WarmStart is 1)

<code>

    Result = tomRun('rbfSolve',Prob,2);

</code>

or

<code>

    Result = tomRun('arbfmip',Prob,2);

</code>

or

<code>

    Result = tomRun('ego',Prob,2);

</code>



It is always possible to switch CGO solver when doing the warm start



To continue last run, similar to a warm start, but also add a new experimental design

<code>

    % Read and set as input the computed (x,f(x)) from last run

    % The latest run is always saved in mat file cgoSave.mat

    LastRun        = load('glcSave.mat')

    LastRun.Name                     % Check that the Name of the problem is correct

    ws             = LastRun.WSInfo; % The WSInfo structure has all relevant information

    Prob.CGO.F     = ws.F00;         % The actual f(x) value computed without any penalties

    Prob.CGO.X     = ws.O;           % All x points in original space, not scaled to [0,1]

    Prob.CGO.Cc    = ws.Cc;          % Costly nonlinear constraint, used in forthcoming release

    Prob.Percent   = 6;              % New design with e.g. latin hypercube

    Prob.nSample   = 20;             % 20 points with latin hypercube

    Prob.WarmStart = 0;              % No warm start, computed data is in CGO.F and CGO.X instead

</code>

then

<code>

    Result         = tomRun('rbfSolve',Prob,2);

</code>

or

<code>

    Result         = tomRun('arbfmip',Prob,2);

</code>

or

<code>

    Result         = tomRun('ego',Prob,2);

</code>



Observe that when cancelling with CTRL+C during a run, some memory allocated by the CGO solver will not be deallocated. To deallocate, do:

<code>

  >> clear cgolib

</code



[[Category:CGO]]

CGO solver usage - Revision history

Bjorn at 15:39, 20 June 2014

Bjorn: /* Direct solver call */

Bjorn at 15:37, 20 June 2014

Bjorn: Created page with "{{Part Of Manual|title=the CGO Manual|link=CGO Manual}} Let the name of the problem be "CGOF Test" The function CGOF is best written as function f = CGOF(x, Prob)..."

Bjorn: Created page with "{{Part Of Manual|title=the CGO Manual|link=CGO Manual}} Let the name of the problem be "CGOF Test" The function CGOF is best written as `function f = CGOF(x, Prob)..."`