Common output for all CGO solvers
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Output parameters
Result structure
Structure with results from optimization
| The following fields are used | |
|---|---|
| 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 | |
|---|---|
| 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 | |
|---|---|
| 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 (2d 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 |
