Set Membership Global Optimization

A new global optimization package based on a Set Membership framework.
151 Downloads
Updated 8 Dec 2023
A MATLAB package implementing the Set Membership Global Optimization (SMGO) algorithm.

Cite As

BibTeX entry: @article{Sabug2022, author = {Sabug, Lorenzo and Ruiz, Fredy and Fagiano, Lorenzo}, doi = {10.1016/j.ins.2022.05.017} journal = {Information Sciences}, pages = {15--42}, publisher = {Elsevier Inc.}, title = {{SMGO-$\Delta$: Balancing Caution and Reward in Global Optimization with Black-Box Constraints}}, volume = {605}, year = {2022} }

MATLAB Release Compatibility
Created with R2022a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
0.932.1.0

See release notes for this release on GitHub: https://github.com/polimi-saslab/smgo-toolbox/releases/tag/0.932.1

0.932.0.1

See release notes for this release on GitHub: https://github.com/polimi-saslab/smgo-toolbox/releases/tag/0.932.0.1

0.932.0.0

See release notes for this release on GitHub: https://github.com/polimi-saslab/smgo-toolbox/releases/tag/0.932

0.931

See release notes for this release on GitHub: https://github.com/polimi-saslab/smgo-toolbox/releases/tag/0.931

0.930

changed convention regarding black-box constraints; bug-fixing to exploitation in cases with linear inequalities

0.920

Minor fix on if-statement for using inequalities

0.919

Minor edits on gracefully exiting after errors.

0.918

More bugfixes

0.917

Minor bugfix

0.916

Finalized implementation of linear inequalities, and added corresponding example code.

0.915

Fixed errors arising from Sobol generation without Statistics Toolbox.

0.914

Added time-varying demo, some code corrections

0.913

Corrections/cleanup to documentation

0.912

added documentation and 'getting started' guide.

0.900

Added functionality for contextual optimization.
Some cleanup of code and more inline comments.

0.711

Minor changes in citation notes

0.71

[Still a work in progress] Improved documentation on examples

0.7

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.