Name
EGO_ask — Ask optimizer for next data point.
Calling Sequence
[x,opt,mEi]=EGO_ask(opt)
[x,opt]=EGO_ask(opt)
Parameters
- opt:
mlist of type EGO.
- x:
new data point, row vector.
- opt:
updated optimizer (mlist of type EGO).
- mEI:
maximum Ei found, Ei at x.
Description
Ask EGO optimizer for new data point for which criterion value is needed.
Examples
See EGO or demos.
Authors
Janis Janusevskis, 3MI/EMSE |
Bibliography
Jones D.R., Schonlau M. and Welch W.J. (1998), Efficient Global Optimization of Expensive Black-Box Functions, Journal of Global optimization, 13:, 455-492.
Pujol G., Le Riche R. (2007). Description de l'architecture Scilab pour le projet RNTL/OMD.