资源简介
本工具箱包含了大量的代理模型,包括Kriging及其相关的变形,RBF及其相关的变形,多项式代理模型等,还包括了试验设计、采样技术、大量的测试函数等的MATLAB代码。本工具箱适用于基于代理模型优化算法研究的研究生及相关研究人员。
代码片段和文件信息
function Data = BumpinessMinSampling(Data maxeval Surrogate lambda gamma tolerance)
%samples points where bumpiness measure is minimized
%
%--------------------------------------------------------------------------
%Copyright (c) 2012 by Juliane Mueller
%
% This file is part of the surrogate model module toolbox.
%
%--------------------------------------------------------------------------
%Author information
%Juliane Mueller
%Tampere University of Technology Finland
%juliane.mueller2901@gmail.com
%--------------------------------------------------------------------------
%
%
%Input
%Data - structure contains all information about the optimization problem
%maxeval - integer maximum number of allowed function evaluations
%Surrogate - string surrogate model type to be used
%lambdagamma - vectors parameters of RBF model; lambda=gamma=[] if RBF model not used
%tolerance - scalar distance when two points are considered equal
%
%Output
%Data - structure contains updated information about the optimization problem
%--------------------------------------------------------------------------
%different RBF models
if strcmp(Surrogate‘RBFlin‘)
flag=‘linear‘; %linear RBF
elseif strcmp(Surrogate‘RBFtps‘)
flag=‘TPS‘; %thin plate spline RBF
elseif strcmp(Surrogate‘RBFcub‘)
flag=‘cubic‘;%cubic RBF
end
iterctr=1; %initialize iteration counter needed for computing objective function value target
w_j=[0 0.0001 0.001 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1 ...
0.11 0.12 0.13 0.15 0.20 0.25 0.30 0.40 0.50 0.75 1.0 1.5 2 3 100]; %weight factors used in global grid search
%uses in every iteration a different weight for creating different
%target values;
N=length(w_j); %cycle length +1 because (N+1)th cycle is local search
w_counter=0;
while size(Data.S1) < maxeval %iterate until stopping criterion met
%first find minimum of response surface
myfun=@(x)RBF_eval(xData.Slambdagammaflag); % RBF model for predicting objective function values
%use ordinary DDS algorithm for finding the minimum of the response surface
%start point for DDS is randomly generated from variable domain
x0=Data.xlow+rand(1Data.dim).*(Data.xup-Data.xlow);
[xmin ymin]=ODDS(Datax0myfun tolerance);
%%%%%%%%%%%%%%%%%%%%------------------
% add here other methods for finding the minimum of the response
% measure
%%%%%%%%%%%%%%%%%%%%--------------------
%compute fdelta for computing target of objective function value
if Data.fbest > 0
fdelta=min( max( 1 Data.fbest ) max(Data.Ymed)-Data.fbest );
else
fdelta= min( 10*max( 1abs(Data.fbest) ) max(Data.Ymed)-Data.fbest );
end
if mod(iterctrN)==0 %local search
if ymin < Data.fbest-10e-6*abs(Data.fbest) %uses min of response surface as new sample site
xselected=xmin;
fevalst=tic; %do expensive objective function evaluation and record time needed
Fselected = feval(Da
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 21508 2012-10-08 07:11 SurrogateOptimizationModule_FileExchange\.DS_Store
文件 233323 2012-10-02 12:22 SurrogateOptimizationModule_FileExchange\_Tutorial.pdf
文件 3481 2012-10-03 08:47 SurrogateOptimizationModule_FileExchange\bumpiness_measure.m
文件 6306 2012-10-03 08:47 SurrogateOptimizationModule_FileExchange\BumpinessMinSampling.m
文件 5268 2012-10-03 08:47 SurrogateOptimizationModule_FileExchange\CandidatePointSampling.m
文件 911 2012-10-03 08:47 SurrogateOptimizationModule_FileExchange\cc_calc.m
文件 1605 2012-10-03 08:46 SurrogateOptimizationModule_FileExchange\cornerpoints.m
文件 1207 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\corrcubic.m
文件 1039 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\correxp.m
文件 1176 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\correxpg.m
文件 1028 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\corrgauss.m
文件 1091 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\corrlin.m
文件 1227 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\corrspherical.m
文件 1868 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\corrspline.m
文件 1578894 2002-08-05 10:03 SurrogateOptimizationModule_FileExchange\DACE\dace.pdf
文件 9310 2011-10-19 12:30 SurrogateOptimizationModule_FileExchange\DACE\dacefit.m
文件 3942 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\dsmerge.m
文件 1205 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\gridsamp.m
文件 4498 2011-10-29 20:10 SurrogateOptimizationModule_FileExchange\DACE\predictor.m
文件 377 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\regpoly0.m
文件 385 2002-08-05 09:59 SurrogateOptimizationModule_FileExchange\DACE\regpoly1.m
文件 789 2002-09-04 06:41 SurrogateOptimizationModule_FileExchange\DACE\regpoly2.m
文件 2437 2012-10-03 08:46 SurrogateOptimizationModule_FileExchange\Dempster_belpl.m
文件 2839 2012-10-03 08:46 SurrogateOptimizationModule_FileExchange\dempster_rule.m
文件 28915 2012-10-03 08:46 SurrogateOptimizationModule_FileExchange\DempsterFor2models.m
文件 8770 2012-10-03 08:46 SurrogateOptimizationModule_FileExchange\DempsterFor3models.m
文件 1515 2012-10-03 08:44 SurrogateOptimizationModule_FileExchange\Distancecriterion.m
文件 1317 2012-10-03 08:44 SurrogateOptimizationModule_FileExchange\distanceupdate.m
文件 1443 2012-10-05 06:04 SurrogateOptimizationModule_FileExchange\EGO\bestlh.m
文件 2415 2012-09-20 08:20 SurrogateOptimizationModule_FileExchange\EGO\ExpectedImprovement.m
文件 1206 2012-10-05 06:04 SurrogateOptimizationModule_FileExchange\EGO\jd.m
............此处省略257个文件信息
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