Specify initial points (both variable and objective function) in surrogateopt function for some data
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Hello,
I would like to add some initial data (which are from previous run of the objective function) to surrogateopt to reduce the computation time. The objective function have 4 variable. I have 100 previously run data of the objective function.
Below is a simple example of the code:
objconstr = @(x)(x(:,1)^2+x(:,2)^2+x(:,3)^2+x(:,4)^2);
LB = [-2,-6, -3, -5];
UB = -LB;
options = optimoptions('surrogateopt','PlotFcn');
x0=[0 0 0 0;
1 1 1 1;
......
];
%Results of objective function for the x0 values
y0=[1 3 4 5 ....]
[x,fval,exitflag,output] = surrogateopt(objconstr,LB,UB,options)
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