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americocunhajr authored Aug 5, 2024
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Expand Up @@ -55,36 +55,36 @@ To run CEopt, use the following commands in Matlab:
[Xopt,Fopt,ExitFlag,CEstr] = CEopt(fun,xmean0,sigma0,lb,ub,nonlcon,CEstr)
```
Each parameter is described as follows:
- fun: Function handle for the objective function. This function must accept a 1 x Nvars row vector (representing a single sample) or an M x Nvars matrix (representing M samples with variables in columns) as input and return a scalar value or a row vector of M scalar values (for vectorized operations) respectively.
- xmean0: Initial mean of the design variables distributions.
- sigma0: Initial standard deviations for the design variables distributions.
- lb: Lower bounds for the design variables.
- ub: Upper bounds for the design variables.
- nonlcon: Function handle for the nonlinear constraints. Returns two arrays c (inequalities) and ceq (equalities).
- CEstr: Structure with settings for the CEopt algorithm.
- `fun`: Function handle for the objective function. This function must accept a 1 x Nvars row vector (representing a single sample) or an M x Nvars matrix (representing M samples with variables in columns) as input and return a scalar value or a row vector of M scalar values (for vectorized operations) respectively.
- `xmean0`: Initial mean of the design variables distributions.
- `sigma0`: Initial standard deviations for the design variables distributions.
- `lb`: Lower bounds for the design variables.
- `ub`: Upper bounds for the design variables.
- `nonlcon`: Function handle for the nonlinear constraints. Returns two arrays c (inequalities) and ceq (equalities).
- `CEstr`: Structure with settings for the CEopt algorithm.

The CEstr structure allows for extensive customization of the CE optimization process. Here's a breakdown of its fields:

- Verbose: Boolean flag to enable detailed output during optimization.
- isConstrained: Set to true if there are constraints defined by nonlcon.
- isVectorized: Set to true if fun and nonlcon can evaluate multiple rows of X in a single call.
- Nvars: Number of variables in the optimization problem.
- EliteFactor: Proportion of the population considered elite.
- Nsamp: Number of samples used in each iteration of the optimization.
- MaxIter: Maximum number of iterations for the optimization process.
- MaxStall: Maximum number of iterations without improvement before termination.
- MaxFcount: Maximum number of function evaluations allowed.
- MinFval: Target objective function value for early stopping.
- TolAbs: Absolute tolerance on the change in the objective function value for convergence.
- TolRel: Relative tolerance on the change in the objective function value for convergence.
- TolCon: Tolerance on the feasibility of constraints.
- TolFun: Tolerance on the change in function value for convergence.
- alpha: Smoothing parameter for the mean update.
- beta: Smoothing parameter for the standard deviation update.
- q: Smoothing parameter for standard deviation update.
- NonlconAlgorithm: Algorithm used for handling nonlinear constraints.
- InitialPenalty: Initial penalty coefficient for constraint violation.
- PenaltyFactor: Scaling factor for the penalty coefficient.
- `Verbose`: Boolean flag to enable detailed output during optimization.
- `isConstrained`: Set to true if there are constraints defined by nonlcon.
- `isVectorized`: Set to true if fun and nonlcon can evaluate multiple rows of X in a single call.
- `Nvars`: Number of variables in the optimization problem.
- `EliteFactor`: Proportion of the population considered elite.
- `Nsamp`: Number of samples used in each iteration of the optimization.
- `MaxIter`: Maximum number of iterations for the optimization process.
- `MaxStall`: Maximum number of iterations without improvement before termination.
- `MaxFcount`: Maximum number of function evaluations allowed.
- `MinFval`: Target objective function value for early stopping.
- `TolAbs`: Absolute tolerance on the change in the objective function value for convergence.
- `TolRel`: Relative tolerance on the change in the objective function value for convergence.
- `TolCon`: Tolerance on the feasibility of constraints.
- `TolFun`: Tolerance on the change in function value for convergence.
- `alpha`: Smoothing parameter for the mean update.
- `beta`: Smoothing parameter for the standard deviation update.
- `q`: Smoothing parameter for standard deviation update.
- `NonlconAlgorithm`: Algorithm used for handling nonlinear constraints.
- `InitialPenalty`: Initial penalty coefficient for constraint violation.
- `PenaltyFactor`: Scaling factor for the penalty coefficient.

This extensive set of parameters and settings enables users to finely tune the CE optimization to their specific needs and problem characteristics.

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