SACOBRA: Self-Adjusting COBRA

Performs constrained optimization for expensive black-box problems.

AuthorWolfgang Konen <wolfgang.konen@fh-koeln.de> [aut], Samineh Bagheri [cre, aut], Patrick Koch [aut]
Date of publication2015-08-25 19:20:50
MaintainerSamineh Bagheri <samineh.bagheri@fh-koeln.de>
LicenseGPL (>= 2)
Version0.7

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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