grsmoptimset

Specify the grsm optimization function options.

Attention: Valid only with Altair Advanced Optimization Extension.

Syntax

options = grsmoptimset('option1', value1, 'option2', value2, ...)

Inputs

optionN
The name of option N.
valueN
The value of option N.

Outputs

options
A struct containing the options.
The available options are as follows:
  • MaxIter: The maximum number of iterations allowed.
  • MaxFail: The maximum number of failed sample evaluations.
  • InitSamPnts: The number of initial sample points.
  • TolCon: The constraint violation allowance, as a percent.
  • MaxFail: The maximum number of failed sample evaluations.
  • PntsPerIter: The number of sample points per iteration.
  • Seed: The seed for the random number generator.
  • StopNoImpr: The number of iterations at which to stop if no improvement.
  • Display: An 'iter'/'off' flag to indicate whether objective function results will be displayed at each iteration. For more extensive iteration information, see the output return argument of the optimization function.

Examples

Set options to control the number of iterations and display intermediate data:
options = grsmoptimset('MaxIter', 200, 'Display', 'iter')
options = struct [
Display: iter
MaxIter: 200
]

Comments

The default value for MaxIter is 50.

The default value for MaxFail is 20000.

The default value for InitSamPnts is min(20,n+2), where n is the number of variables.

The default value for TolCon is 0.5 (%).

The default value for MaxFail is 20000 (%).

The default value for PntsPerIter is 2.

The default value for StopNoImpr is 1000.

The default value for Seed is 0 (unrepeatable).

The default value for Display is 'off'.

TolCon only applies when grsm cannot find a feasible solution. In such cases, the function will return the best infeasible solution found within the allowed violation, along with a warning. The algorithm does not attempt to minimize the utilized violation. The TolCon value is applied as a percent of the constraint bound, with an absolute minimum of 1.0e-4 applied when the bound is zero or near zero.