arsmoptimset

Specify the arsm optimization function options.

Syntax

options = arsmoptimset('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.
TolFunAbs
The absolute termination tolerance on the objective function convergence.
TolFunRel
The relative termination tolerance on the objective function convergence, as a percent.
TolX
The termination tolerance on the parameter convergence.
TolCon
The constraint violation allowance, as a percent.
ConRet
The constraint retention, as a percent.
MoveLim
The move limit fraction.
PertM
The initial design perturbation method ('initial' or 'bounds').
PertV
The initial design perturbation value.
Seed
The seed for the random number generator.
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 = arsmoptimset('MaxIter', 200, 'Display', 'iter')
options = struct [
Display: iter
MaxIter: 200
]

Comments

The default value for MaxIter is 25.

The default value for MaxFail is 20000.

The default value for TolFunAbs is 0.001.

The default value for TolFunRel is 1.0 (%).

The default value for TolX is 0.001.

The default value for TolCon is 0.5 (%).

The default value for ConRet is 50.0 (%).

The default value for MoveLim is 0.15.

The default value for PertM is 'initial'.

The default value for PertV is 1.1.

The default value for Seed is 0 (unrepeatable).

The default value for Display is 'off'.

TolX, when used with arsm, sets the convergence criteria relative to the design variable bounds. The TolX value is applied to the interval sizes as a scale factor.

TolCon only applies when arsm 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.