Set Membership Global Optimization

A new global optimization package based on a Set Membership framework.

https://github.com/polimi-saslab/smgo-toolbox

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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} }

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
0.932.1

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

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0.932.0

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

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0.932.0-0

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

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0.931.0

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

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0.930.0

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

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0.920.0

Minor fix on if-statement for using inequalities

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0.919.0

Minor edits on gracefully exiting after errors.

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0.918.0

More bugfixes

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0.917.0

Minor bugfix

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0.916.0

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

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0.915.0

Fixed errors arising from Sobol generation without Statistics Toolbox.

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0.914.0

Added time-varying demo, some code corrections

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0.913.0

Corrections/cleanup to documentation

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0.912.0

added documentation and 'getting started' guide.

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0.900.0

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

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0.711.0

Minor changes in citation notes

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0.71.0

[Still a work in progress] Improved documentation on examples

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0.7.0

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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.