surrogateopt: get handle of optimized surrogate function
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Dear community
Currently, I'm using surrogateopt from the global optimization toolbox to minimize a computationally expensive objective function (using third party computer code). I'm wondering, is it possible to get a function handle of the optimized surrogate function or at least the functional form and corresponding coefficients? I've checked the manual and the only thing, which I've found are the functional values at the evaluated points but not the function itself. In one of the help pages in the manual, it's mentioned that the surrogate is a radial basis function. If one can't obtain the surrogate function handle, could one retrieve the coefficients of the surrogate somehow?
Thank you so much for your help
Best
David
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Alan Weiss
2021-8-23
编辑:Alan Weiss
2021-8-23
Sorry, the surrogate is not returned and is not available. We have no idea whether the surrogate is a good approximation to the objective function or not, and so we decided not to return a potentially misleading surrogate.
Alan Weiss
MATLAB mathematical toolbox documentation
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Tobias Held
2022-3-19
I certainly think it would be beneficial to be able to visualize how the surrogate changes with each iteration. Of course, the number of dimensions must be feasible.
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