Open Source alternative to surrogateopt

In continuation of my previous post, I am trying to do something with the surrogate optimization toolbox that seems to be impossible. This is because it requires modification of the algorithm, and the MATLAB algorithm for surrogateopt is not open to the public,

I was wondering if anyone knows of an algorithm for surrogate optimization (or any other algorithm for a optimization of a computationaly expensive target function) that is open source so I can modify it?

many thanks

Nathan

Answer 1

[Umang Pandey]

Hi Nathan,

From what I understand, you are using "Surrogate Optimization" for solving your objective function, but the problem requires you to make some custom changes in the code, which you are currently unable to do since the code for "surrogateopt" function is not exposed.

You can try referring to the following MATLAB example on modifying "surrogateopt" options for solving problems:

https://www.mathworks.com/help/gads/use-surrogateopt-options.html

If you want to know more about the Surrogate Optimization Algorithm, the following MATALB documentation page might be of help:

https://www.mathworks.com/help/gads/surrogate-optimization-algorithm.html

If this still doesn't solve your problem and you require some pre-existing implementation of surrogate optimization, you can try referring to the following File Exchange submission:

https://www.mathworks.com/matlabcentral/fileexchange/38530-surrogate-model-optimization-toolbox?s_tid=srchtitle

Hope this helps!

Best,

Umang

[Nathan Blanc]

Thank you Umang, this is what I was looking for!