optimvalues
Description
creates an val
= optimvalues(prob
,dataname
1,dataval1,...)OptimizationValues
object for the problem prob
. Specify all variable names and their
associated values, and optionally objective or constraint values, by using name-value
arguments. For example, to specify that x
takes odd values from 1 through
99,
val = optimvalues(prob,x=1:2:99);
Use val
as an initial point or initial population for
prob
.
Examples
Create Initial Points for Problem-Based ga
To create initial points for ga
(genetic algorithm solver) in the problem-based approach, create an OptimizationValues
object using optimvalues
.
Create optimization variables for a 2-D problem with Rosenbrock's function as the fitness (objective) function.
x = optimvar("x",LowerBound=-5,UpperBound=5); y = optimvar("y",LowerBound=-5,UpperBound=5); rosenbrock = (10*(y - x.^2)).^2 + (1-x).^2; prob = optimproblem(Objective=rosenbrock);
Create 100 random 2-D points within the bounds. The points must be row vectors.
rng default % For reproducibility xval = -5 + 10*rand(1,100); yval = -5 + 10*rand(1,100);
Create the initial point values object. Because you do not calculate the fitness values, the values appear as NaN
in the display.
vals = optimvalues(prob,x=xval,y=yval)
vals = 1x100 OptimizationValues vector with properties: Variables properties: x: [3.1472 4.0579 -3.7301 4.1338 1.3236 -4.0246 -2.2150 0.4688 4.5751 4.6489 -3.4239 4.7059 4.5717 -0.1462 3.0028 -3.5811 -0.7824 4.1574 2.9221 4.5949 1.5574 -4.6429 3.4913 4.3399 1.7874 2.5774 2.4313 -1.0777 1.5548 ... ] (1x100 double) y: [-3.3782 2.9428 -1.8878 0.2853 -3.3435 1.0198 -2.3703 1.5408 1.8921 2.4815 -0.4946 -4.1618 -2.7102 4.1334 -3.4762 3.2582 0.3834 4.9613 -4.2182 -0.5732 -3.9335 4.6190 -4.9537 2.7491 3.1730 3.6869 -4.1556 -1.0022 -2.4013 ... ] (1x100 double) Objective properties: Objective: [NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN ... ] (1x100 double)
Solve the problem using ga
starting from the initial point vals
. Set ga
options to have a population of 100.
opts = optimoptions("ga",PopulationSize=100); [sol,fv] = solve(prob,vals,Solver="ga",Options=opts)
Solving problem using ga. ga stopped because it exceeded options.MaxGenerations.
sol = struct with fields:
x: 1.0551
y: 1.1133
fv = 0.0030
ga
returns a solution very near the true solution x = 1, y = 1
with a fitness value near 0
.
Create Initial Values for Problem-Based surrogateopt
To create initial points for surrogateopt
in the problem-based approach, create an OptimizationValues
object using optimvalues
.
Create optimization variables for a 2-D problem with Rosenbrock's function as the objective function.
x = optimvar("x",LowerBound=-5,UpperBound=5); y = optimvar("y",LowerBound=-5,UpperBound=5); rosenbrock = (10*(y - x.^2)).^2 + (1 - x).^2; prob = optimproblem(Objective=rosenbrock);
Create constraints that the solution is in a disc of radius 2 about the origin and lies below the line y = 1 + x.
disc = x^2 + y^2 <= 2^2; prob.Constraints.disc = disc; line = y <= 1 + x; prob.Constraints.line = line;
Create 40 random 2-D points within the bounds. The points must be row vectors.
rng default % For reproducibility N = 40; xval = -5 + 10*rand(1,N); yval = -5 + 10*rand(1,N);
Evaluate Rosenbrock's function on the random points. The function values must be a row vector. This step is optional. If you do not provide the function values, surrogateopt
evaluates the objective function at the points (xval,yval)
. When you have the function values, you can save time for the solver by providing the values as data.
fval = zeros(1,N); for i = 1:N p0 = struct('x',xval(i),'y',yval(i)); fval(i) = evaluate(rosenbrock,p0); end
Evaluate the constraints on the points. The constraint values must be row vectors. This step is optional. If you do not provide the constraint values, surrogateopt
evaluates the constraint functions at the points (xval,yval)
.
discval = zeros(1,N); lineval = zeros(1,N); for i = 1:N p0 = struct('x',xval(i),'y',yval(i)); discval(i) = infeasibility(disc,p0); lineval(i) = infeasibility(line,p0); end
Create the initial point values object.
vals = optimvalues(prob,x=xval,y=yval,Objective=fval,disc=discval,line=lineval)
vals = 1x40 OptimizationValues vector with properties: Variables properties: x: [3.1472 4.0579 -3.7301 4.1338 1.3236 -4.0246 -2.2150 0.4688 4.5751 4.6489 -3.4239 4.7059 4.5717 -0.1462 3.0028 -3.5811 -0.7824 4.1574 2.9221 4.5949 1.5574 -4.6429 3.4913 4.3399 1.7874 2.5774 2.4313 -1.0777 1.5548 -3.2881 ... ] (1x40 double) y: [-0.6126 -1.1844 2.6552 2.9520 -3.1313 -0.1024 -0.5441 1.4631 2.0936 2.5469 -2.2397 1.7970 1.5510 -3.3739 -3.8100 -0.0164 4.5974 -1.5961 0.8527 -2.7619 2.5127 -2.4490 0.0596 1.9908 3.9090 4.5929 0.4722 -3.6138 -3.5071 ... ] (1x40 double) Objective properties: Objective: [1.1067e+04 3.1166e+04 1.2698e+04 1.9992e+04 2.3846e+03 2.6593e+04 2.9811e+03 154.8722 3.5498e+04 3.6362e+04 1.9515e+04 4.1421e+04 3.7452e+04 1.1541e+03 1.6457e+04 1.6510e+04 1.5914e+03 3.5654e+04 5.9109e+03 5.7015e+04 ... ] (1x40 double) Constraints properties: disc: [6.2803 13.8695 16.9638 21.8023 7.5568 12.2078 1.2024 0 21.3146 24.0987 12.7394 21.3751 19.3057 7.4045 19.5331 8.8248 17.7486 15.8313 5.2656 24.7413 4.7390 23.5542 8.1927 18.7982 14.4752 23.7379 2.1343 10.2207 10.7168 ... ] (1x40 double) line: [0 0 5.3853 0 0 2.9222 0.6709 0 0 0 0.1841 0 0 0 0 2.5648 4.3798 0 0 0 0 1.1938 0 0 1.1217 1.0155 0 0 0 0 0.3467 1.2245 4.3736 0.9735 7.3213 0 0 0 0 3.3884]
Solve the problem using surrogateopt
starting from the initial point vals
.
[sol,fv] = solve(prob,vals,Solver="surrogateopt")
Solving problem using surrogateopt.
surrogateopt stopped because it exceeded the function evaluation limit set by 'options.MaxFunctionEvaluations'.
sol = struct with fields:
x: 1.0031
y: 1.0057
fv = 3.4923e-05
surrogateopt
returns a solution somewhat near the true solution x = 1, y = 1
with an objective function value near 0
.
Input Arguments
prob
— Optimization problem
OptimizationProblem
object
Optimization problem, specified as an OptimizationProblem
object. Create prob
using optimproblem
.
To obtain useful output from optimvalues
, you must also include
some data in name-value arguments.
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Example: val = optimvalues(x=xvals,y=yvals)
dataname
— Data for variable, named objective, or named constraint
real double array
Data for a variable, named objective, or named constraint, specified as a real double array. Specify all data names for the variables. The objective and constraint function names are optional.
When you specify nval
points, the values for each
dataname
argument must have the following dimensions.
prob.property.name | size(value) |
---|---|
Scalar or vector | numel(prob.property.name) -by-nval |
Matrix or array | size(prob.property.name) -by-nval |
In particular, if dataname
is a vector, the value of the
dataname
argument is a matrix with nval
columns. For example, if the 'x'
variable is a row vector of length
2, and nval
is 3, then the 'x'
variable
specification might be:
val = optimvalues(prob,'x',[1 2 3; 4 5 -6]);
This specification means that 'x'
takes the three values
[1,4]
, [2,5]
, and
[3,-6]
.
Example: For scalar 'x'
and two-element row vector
'y'
with nval = 2
: val =
optimvalues(prob,x=[5,3],y=[1 2;3 4])
. The output val
has two values: x = 5, y = [1 3]
and x = 3, y = [2
4]
.
Data Types: double
Objective
— Values for unnamed objective function
real double array
Values for an unnamed objective function, specified as a real double array. The
size of the values is the same as in dataname
.
You can specify values of multiple objective functions for optimization problems in two ways:
The
Objective
property of the optimization problem is a function handle, where the function returns a vector or array. In this case, specify the value as a matrix. Each matrix row represents the values of one objective at the various points. Each column represents the values of the various objectives at one point.The
Objective
property of the optimization problem has multiple named objectives. In this case, specify the values for each named objective using its name as adataname
argument.
These solvers use any supplied objective function values:
ga
gamultiobj
paretosearch
particleswarm
surrogateopt
Example: For one objective and two points, val =
optimvalues(prob,x=[3,5],Objective=[exp(3)+1,exp(5)-1])
Data Types: double
Constraints
— Values for unnamed constraint function
real double
Values for an unnamed constraint function, specified as a real double array. The
size of the values is the same as in dataname
.
You can specify values of multiple constraint functions for optimization problems in two ways:
The
Constraints
property of the optimization problem is a function handle, where the function returns an array. In this case, specify the values as an array with one more dimension than the function returns.The
'Constraints'
property of the optimization problem has multiple named constraints. In this case, specify the values for each named constraint using its name as adataname
argument.
These solvers use any supplied nonlinear constraint function values:
paretosearch
surrogateopt
These solvers ensure that linear constraints are satisfied at all iterations or for all population members:
ga
gamultiobj
paretosearch
patternsearch
surrogateopt
Example: For two points and three constraints, val =
optimvalues(prob,x=[3,5],Objective=[exp(3)+1,exp(5)-1],Constraints=[4 5;-7 -2;0.2
12])
Data Types: double
Output Arguments
val
— Point and function values
vector of OptimizationValues
objects
Point and function values, returned as a vector of OptimizationValues
objects. The vector has nval
entries,
where nval
is the number of points in val
.
Version History
Introduced in R2022aR2023b: Specify particleswarm
initial points and objective function values
Use optimvalues
to specify initial objective function values for
particleswarm
in the problem-based approach. For example,
x = optimvar("x",1,2,LowerBound=[1 2],UpperBound=[11 13]); fun = sum(exp(x)); prob = optimproblem("Objective",fun); x0 = [3;5] + 7*rand([2 20]); % Twenty initial points val = optimvalues(prob,x=x0,Objective=sum(exp(x0),1)); % Twenty initial values sol = solve(prob,val,Solver="particleswarm")
See Also
Topics
- Specify Start Points for MultiStart, Problem-Based (Global Optimization Toolbox)
- Specify Starting Points and Values for surrogateopt, Problem-Based (Global Optimization Toolbox)
- Problem-Based Optimization Workflow
Comando de MATLAB
Ha hecho clic en un enlace que corresponde a este comando de MATLAB:
Ejecute el comando introduciéndolo en la ventana de comandos de MATLAB. Los navegadores web no admiten comandos de MATLAB.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)