Optimizer: Difference between revisions

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== Optimizer ==
== Optimizer ==


The SUMO Toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the [[SampleSelector#InfillSamplingCriterion| InfillSamplingCriterion]]). Currently the following optimization methods are supported:
The SUMO Toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the [[SampleSelector#InfillSamplingCriterion| InfillSamplingCriterion]] or the [[Add Modeling Algorthm|Model Builder]]).


=== DirectOptimizer ===
A list of available optimizers is found in <code>src/matlab/tools/Optimizer</code>.
DIviding RECTangles is a global optimization algorithm based on the divide & conqueror philosophy. It is quite efficient at finding accurate, global optimums of computationel cheap functions. It is one of the standard choices to optimize the [[SampleSelector#InfillSamplingCriterion|expected improvement function]].


=== MatlabOptimizer ===
If you want to add a new optimizer please see [[Add a new optimizer]].
This optimizer is a wrapper around Matlab's own optimization methods: fminunc and fmincon.
 
=== CMAESOptimizer ===
 
=== MatlabGA ===
 
=== DifferentialEvolution ===

Revision as of 16:36, 8 February 2009

Optimizer

The SUMO Toolbox contains a whole hierarchy of optimizers that can be used by several components (for instance the InfillSamplingCriterion or the Model Builder).

A list of available optimizers is found in src/matlab/tools/Optimizer.

If you want to add a new optimizer please see Add a new optimizer.

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