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。

资源截图

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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