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OptPars

The optpars structure specifies which algorithm you want to use and the parameters for that algorithm. Most of these parameters are not that important to understand, however, because they have good defaults.

The one field you must choose is opttype. It is one of rsm pmax iemax optex described earlier.

The rest of the parameters are described with respect to each optimization algorithm.

RSM The AutoRSM method is currently restricted to one output variable. Currently, it does not support inequality constraints that are different from the extents of the sidat structure. It uses the sidat extents instead of the constraints structure. It ignores all the fields of the quality data structure except for the boolean max in final. It will try to maximize or minimize the single output value depending on this boolean according to the algorithm described earlier. It uses the following other parameters:

radius - Specifies the radius of the region of interest about the base in 
         coordinates scaled to the size of the extent in the sidat data 
         structure described below.  It is also the distance the base is
         moved whenever a base movement is chosen

jumpheight - The amount of increase in the expected output necessary for a
              movement of the base.

jumpconf - The confidence in obtaining the given jumpheight necessary for
            a movement of the base.

bestconf -

locmaxconf - The level of confidence in a local optimum required to declare
              it found and move the next experiment there.

criticaldegrees -

rsmfinalexcite - A boolean saying whether or not to continue small
                   experiments about the location of the local optimum in order
                   to more precisely determine its position.

usesteepest -

PMAX

PMAX operates on the final cost. There is only one relevant parameter:

epsilon - PMAX uses a simplex search to find the best experiment, given its
          experiment valuation formula.  That search is terminated when an
          optimal value has been found to within epsilon.

IEMAX

IEMAX operates on the final cost. Its parameters are:

epsilon - As in PMAX.

conflevel - The width of the confidence intervals used.  For example, 0.95 is
             the default.

OPTEX

OPTEX uses both online and final cost as described above. Its parameters are:

epsilon - As in PMAX.



Jeff Schneider
Thu Apr 25 13:10:56 EDT 1996