SACOBRA: Self-Adjusting COBRA

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Performs constrained optimization for expensive black-box problems.

Author
Wolfgang Konen <wolfgang.konen@fh-koeln.de> [aut], Samineh Bagheri [cre, aut], Patrick Koch [aut]
Date of publication
2015-08-25 19:20:50
Maintainer
Samineh Bagheri <samineh.bagheri@fh-koeln.de>
License
GPL (>= 2)
Version
0.7

View on CRAN

Man pages

cobraInit
Initial phase for COBRA optimizer
cobraPhaseI
Find a feasible solution.
cobraPhaseII
Improve the feasible solution by searching new infill points
defaultRI
Default settings for 'repairInfeasRI2' and 'repairChootinan'.
defaultSAC
Default settings for the SACOBRA part of COBRA.
defaultTR
Default settings for the trust-region part of COBRA.
fnArchiveFactory
construct wrapper 'fnArchiveF' for a function 'fn'
forwardRescale
rescaling
getFbest
Return best objective function value
getXbest
Return best feasible solution in original space
interpRBF
Apply cubic or Gaussian RBF interpolation to new data for...
interpRBF_old
Apply cubic or Gaussian RBF interpolation to new data for...
inverseRescale
inverse rescaling
multiCOBRA
Perform multiple COBRA runs
multiRunPlot
Plot the results from multipe COBRA runs.
plog
Monotonic transform
plogReverse
Inverse of 'plog'
predict.RBFinter
Apply cubic or Gaussian RBF interpolation
repairChootinan
Repair an infeasible solution with the method of Chootinan.
repairInfeasibleW
Wrapper for 'repairInfeasRI2' (needed by RBFsearch.R).
repairInfeasRI2
Repair an infeasible solution with the method RI2
SACOBRA-package
Self-adjusting Constrained Optimization with RBF
setOpts
Merge the options from a partial list and the default list
startCobra
Start COBRA (constraint-based optimization) phase I and/or...
trainCubicRBF
Fit cubic RBF interpolation to training data for d>1.
trainGaussRBF
Fit Gaussian RBF model to training data for d>1.
trustRegion
Perform trust region refinement

Files in this package

SACOBRA
SACOBRA/inst
SACOBRA/inst/examples
SACOBRA/inst/examples/ex_multiCOBRA.R
SACOBRA/inst/examples/ex_startCobra.R
SACOBRA/NAMESPACE
SACOBRA/R
SACOBRA/R/defaultSAC.R
SACOBRA/R/cobraPhaseII.R
SACOBRA/R/cobraPhaseI.R
SACOBRA/R/drawSurrogate3d.R
SACOBRA/R/trustRegion.R
SACOBRA/R/initialHjkb.R
SACOBRA/R/cobraInit.R
SACOBRA/R/defaultTR.R
SACOBRA/R/multiRunPlot.R
SACOBRA/R/SACOBRA.R
SACOBRA/R/nmkb2.R
SACOBRA/R/defaultRI.R
SACOBRA/R/isres2.R
SACOBRA/R/repairInfeasRI2.R
SACOBRA/R/RbfInter.R
SACOBRA/R/repairChootinan.R
SACOBRA/R/multiCOBRA.R
SACOBRA/R/startCobra.R
SACOBRA/R/fnArchive.R
SACOBRA/MD5
SACOBRA/DESCRIPTION
SACOBRA/man
SACOBRA/man/cobraInit.Rd
SACOBRA/man/repairChootinan.Rd
SACOBRA/man/forwardRescale.Rd
SACOBRA/man/inverseRescale.Rd
SACOBRA/man/interpRBF_old.Rd
SACOBRA/man/predict.RBFinter.Rd
SACOBRA/man/plogReverse.Rd
SACOBRA/man/getFbest.Rd
SACOBRA/man/interpRBF.Rd
SACOBRA/man/setOpts.Rd
SACOBRA/man/startCobra.Rd
SACOBRA/man/multiRunPlot.Rd
SACOBRA/man/plog.Rd
SACOBRA/man/repairInfeasibleW.Rd
SACOBRA/man/fnArchiveFactory.Rd
SACOBRA/man/trustRegion.Rd
SACOBRA/man/getXbest.Rd
SACOBRA/man/defaultSAC.Rd
SACOBRA/man/SACOBRA-package.Rd
SACOBRA/man/trainGaussRBF.Rd
SACOBRA/man/trainCubicRBF.Rd
SACOBRA/man/cobraPhaseII.Rd
SACOBRA/man/cobraPhaseI.Rd
SACOBRA/man/repairInfeasRI2.Rd
SACOBRA/man/defaultTR.Rd
SACOBRA/man/multiCOBRA.Rd
SACOBRA/man/defaultRI.Rd