surrogate optimization video -凯发k8网页登录

find global optima for problems with time-consuming objective function evaluations, including black box models. the surrogateopt function in global optimization toolbox™ builds and optimizes a surrogate function in place of the expensive function. this derivative-free method can be applied to nonconvex problems. 

the problem solved in the video is to determine the optimal position and angle of a cannon to fire a projectile as far as possible over a wall. evaluating this objective function requires solving an ode. a nonlinear constraint is included in the objective with a penalty function. 

surrogate optimization is for optimizing objective functions given by simulations, odes, pdes, or other time-consuming computations. it attempts to find a global optimum while using few objective function evaluations.