Surrogate optimization throws error when I try to use the vectorized option

Hello,

Attemting to use vectorized option in surrogate optimization fails and I am not able to figour out

the reason behind. I get the following error message

'UseVectorized' is not an option for SURROGATEOPT.

A list of options can be found on the SURROGATEOPT documentation page.

Bellow, I show you the main part (L believe this should be enough)

options=optimoptions('surrogateopt','PlotFcn'[],'MaxFunctionEvaluations',10^8,'UseVectorized',true,'MinSurrogatePoints',200,'OutputFcn',@(x,optimValues,state)myoutput_Spline(x,optimValues,state,dt,M));

surrogateopt(cost,lb,ub,options)

Any idea?

Thanks a lot!

Babak

[Torsten]

Works for me.

options=optimoptions('surrogateopt','PlotFcn',[],'MaxFunctionEvaluations',10^8,'UseVectorized',true,'MinSurrogatePoints',200,'OutputFcn',@(x,optimValues,state)myoutput_Spline(x,optimValues,state,dt,M))

options = 
  surrogateopt options:

   Set properties:
    MaxFunctionEvaluations: 100000000
        MinSurrogatePoints: 200
                 OutputFcn: @(x,optimValues,state)myoutput_Spline(x,optimValues,state,dt,M)
                   PlotFcn: []
             UseVectorized: 1

   Default properties:
       BatchUpdateInterval: 1
            CheckpointFile: []
       ConstraintTolerance: 1.0000e-03
                   Display: 'final'
             InitialPoints: []
                   MaxTime: Inf
         MinSampleDistance: 1.0000e-06
            ObjectiveLimit: -Inf
               UseParallel: 0

[Mohammad Shojaei Arani]

Cannot figour out what is wrong. It works when I remove 'UseVectorized'. The only clue that came to my mind was that perhaps my institute (Groningen University) did not pay to use all matlab commands completely. But, this seems wierd.

So, I think I give up here.

So, this remains a mistry like many other mistries in the history of human beings :-)

[Torsten]

Do you already get the error message when you form the options structure or after calling "surrogateopt" ?

What MATLAB version do you use ?

You noticed that you forgot a comma in your line of code ?

options=optimoptions('surrogateopt','PlotFcn'[],'MaxFunctionEvaluations',10^8,'UseVectorized',true,'MinSurrogatePoints',200,'OutputFcn',@(x,optimValues,state)myoutput_Spline(x,optimValues,state,dt,M));

-> here

[Mohammad Shojaei Arani]

Hi Torsten,

I use matlab 2022. I checked again and could not find anything. I get error after calling 'surrogateopt'.

But, it does not matter. I am not actually using surrogate optimization (I got faster and more accurate results using particle swarm optimization).

Thanks again for your kind help!

Babak

Answer 1

[Yash]

Hello Mohammad Shojaei Arani,

I understand that you are encountering issues while utilizing the Vectorized option in Surrogate Optimization in MATLAB. I have executed your code in MATLAB R2021a, MATLAB R2022a, and MATLAB R2023a, and I did not encounter any errors.

Upon careful examination, I noticed that the line you provided has a missing comma, which may be the cause of the issue. Here is the corrected code snippet:

options=optimoptions('surrogateopt','PlotFcn',[],'MaxFunctionEvaluations',10^8,'UseVectorized',true,'MinSurrogatePoints',200,'OutputFcn',@(x,optimValues,state)myoutput_Spline(x,optimValues,state,dt,M))

options = 
  surrogateopt options:

   Set properties:
    MaxFunctionEvaluations: 100000000
        MinSurrogatePoints: 200
                 OutputFcn: @(x,optimValues,state)myoutput_Spline(x,optimValues,state,dt,M)
                   PlotFcn: []
             UseVectorized: 1

   Default properties:
       BatchUpdateInterval: 1
            CheckpointFile: []
       ConstraintTolerance: 1.0000e-03
                   Display: 'final'
             InitialPoints: []
                   MaxTime: Inf
         MinSampleDistance: 1.0000e-06
            ObjectiveLimit: -Inf
               UseParallel: 0

I recommend adding the missing comma to the code, as shown above. This adjustment should resolve the problem you are facing.

I hope this information helps you in resolving the issue.