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Specify initial points (both variable and objective function) in surrogateopt function for some data

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Mohammad Azadi Tabar
编辑： Mohammad Azadi Tabar 2023-8-10
Hello,
I would like to add some initial data (which are from previous run of the objective function) to surrogateopt to reduce the computation time. The objective function have 4 variable. I have 100 previously run data of the objective function.
Below is a simple example of the code:
objconstr = @(x)(x(:,1)^2+x(:,2)^2+x(:,3)^2+x(:,4)^2);
LB = [-2,-6, -3, -5];
UB = -LB;
options = optimoptions('surrogateopt','PlotFcn');
x0=[0 0 0 0;
1 1 1 1;
......
];
%Results of objective function for the x0 values
y0=[1 3 4 5 ....]
[x,fval,exitflag,output] = surrogateopt(objconstr,LB,UB,options)
  2 个评论
Torsten
Torsten 2023-8-10
编辑：Torsten 2023-8-10
I would like to add some initial data (which are from previous run of the objective function) to surrogateopt to reduce the computation time.
Did you read somewhere that such an option exists ? I cannot find it.
Mohammad Azadi Tabar
Mohammad Azadi Tabar 2023-8-10
编辑：Mohammad Azadi Tabar 2023-8-10
Hello,
Yes, I did and found the answer.
trials.X=x0;
trials.Fval=y0;
% options.InitialPoints = trials;
options = optimoptions('surrogateopt','PlotFcn','surrogateoptplot',...
'MinSampleDistance',1e-02,...
'MaxFunctionEvaluations',10,'InitialPoints', trials);
[x,fval,exitflag,output] = surrogateopt(objconstr,LB,UB,options)

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