Skip to content

Different stopping criteria if blackbox optimisation #230

@AquaPore

Description

@AquaPore

Dear Robert,

I would like thank you for your amazing blackbox optimiser which I cited you many times in my research.

I am performing a double optimisation where I first optimise parameters for individual soils (simple curve fitting) then I optimise parameters which will be constant for all the 100 soils. Therefore I perform a second optimization simultaneously.

I am therefore trying to understand different stopping criteria or else the optimisation will end up for ever! My understanding is that when we select MaxFuncEvals and even though the optimiser seems to have found a global minima nevertheless the optimiser still continues to run.

The question, is there a method to stop the optimiser once the max_steps_without_progress has been achieved which can be set for example to the PopulationSize. Therefore, the optimiser stops if the following condition is meet:

a) After max_steps_without_progress,
b) The best_fitness has not decreased by 1 % after max_steps_without_progress?

Do you define the maximum decrease of best_fit after max_steps_without_progress with atoll? If yes then how atoll is calculated?

Thanks for your kindness,
Joseph

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions