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B  Result - the Output Result Structure

The results of the optimization attempts are stored in a structure array named Result . The currently defined fields in the structure are shown in Table B. The use of structure arrays make advanced result presentation and statistics possible. Results from many runs may be collected in an array of structures, making postprocessing on all results easy.

When running global optimization, output results are also stored in mat-files, to enable fast restart (warm start) of the solver. It is seldom the case that one knows that the solver actually converged for a particular problem. Therefore one does restarts until the optimum does not change, and one is satisfied with the results. The information stored in the mat-file glbSave.mat by the solver glbSolve  is shown in Table 24. The information stored in the mat-file glcSave.mat by the solver glcSolve  is shown in Table 25. Different information is stored when using glbFast and glcFast, see the solver reference.



Table 24: Information stored in the mat-file glbSave.mat by the solver glbSolve . Used for automatic restarts.


Variable Description
C  Matrix with all rectangle centerpoints, in [0,1]-space.
D  Vector with distances from centerpoint to the vertices.
DMin  Row vector of minimum function value for each distance.
DSort  Row vector of all different distances, sorted.
E  Computed tolerance in rectangle selection.
F  Vector with function values.
L  Matrix with all rectangle side lengths in each dimension.
Name  Name of the problem. Used for security if doing warm start.
glbfMin  Best function value found at a feasible point.
iMin  The index in D which has lowest function value, i.e. the rectangle which minimizes (FglbfMin + E)./D where E = max(EpsGlob*abs(glbfMin),1E−8).




Table 25: Information stored in the mat-file glcSave.mat by the solver glcSolve . Used for automatic restarts.


Variable Description
C  Matrix with all rectangle centerpoints.
D  Vector with distances from centerpoint to the vertices.
F  Vector with function values.
G  Matrix with constraint values for each point.
Name  Name of the problem. Used for security if doing warm start.
Split  Split(i,j) is the number of splits along dimension i of rectangle j.
T  T(i) is the number of times rectangle i has been trisected.
fMinEQ  sum(abs(infeasibilities)) for minimum points, 0 if no equalities.
fMinIdx  Indices of the currently best points.
feasible  Flag indicating if a feasible point has been found.
glcf_min  Best function value found at a feasible point.
iL  iL(i,j) is the lower bound for rectangle j in integer dimension I(i).
iU  iU(i,j) is the upper bound for rectangle j in integer dimension I(i).
ignoreidx  Rectangles to be ignored in the rectangle selection procedure.
s  s(j) is the sum of observed rates of change for constraint j.
s_0  s_0 is used as s(0).
t  t(i) is the total number of splits along dimension i.

Information stored in the optimization result structure Result .
Field Description
 

Name 
Problem name.
 
P  Problem number.
probType  TOMLAB  problem type, according to Table 2.2.
 
Solver  Solver used.
SolverAlgorithm  Solver algorithm used.
solvType  TOMLAB  solver type.
 
ExitFlag  0 if convergence to local min. Otherwise errors.
ExitText  Text string describing the result of the optimization.
Inform  Information parameter, type of convergence.
 
CPUtime  CPU time used in seconds.
REALtime  Real time elapsed in seconds.
 
Iter  Number of major iterations.
MinorIter  Number of minor iterations (for some solvers).
 
maxTri  Maximum rectangle size.
 
FuncEv  Number of function evaluations needed.
GradEv  Number of gradient evaluations needed.
HessEv  Number of Hessian evaluations needed.
ConstrEv  Number of constraint evaluations needed.
ConJacEv  Number of constraint Jacobian evaluations needed.
ConHessEv  Number of nonlinear constraint Hessian evaluations needed.
 
ResEv  Number of residual evaluations needed (least squares).
JacEv  Number of Jacobian evaluations needed (least squares).
 
x_k  Optimal point.
f_k  Function value at optimum.
g_k  Gradient value at optimum.
B_k  Quasi-Newton approximation of the Hessian at optimum.
H_k  Hessian value at optimum.
 
y_k  Dual parameters.
v_k  Lagrange multipliers for constraints on variables, linear and nonlinear constraints.
 
r_k  Residual vector at optimum.
J_k  Jacobian matrix at optimum.
 
Ax  Value of linear constraints at optimum.
c_k  Value of nonlinear constraints at optimum.
cJac  Constraint Jacobian at optimum.
 
x_0  Starting point.
f_0  Function value at start i.e. f(x_0).
c_0  Value of nonlinear constraints at start.
Ax0  Value of linear constraints at start.
 
xState  State of each variable, described in Table 26.
bState  State of each linear constraint, described in Table 27.
cState  State of each general constraint, described in Table 28.
 
p_dx  Matrix where each column is a search direction.
alphaV  Matrix where row i stores the step lengths tried for the i:th iteration.
x_min  Lowest x-values in optimization. Used for plotting.
x_max  Highest x-values in optimization. Used for plotting.
LS  Structure with statistical information for least squares problems, see Table 29.
F_X  F_X is a global matrix with rows: [iter_no f(x)].
SepLS  General result variable with fields z  and Jz . Used when running separable nonlinear least squares problems.
 
QP  Structure with special fields for QP problems. Used for warm starts, see Table 16.
 
SOL  Structure with some of the fields in the Prob.SOL  structure, the ones needed to do a warm start of a SOL solver, see Table 21. The routine WarmDefSOL  moves the relevant fields back to Prob.SOL  for the subsequent call.
 
DUNDEE  Structure with special result fields from TOMLAB /MINLP solvers.
 
plotData  Structure with plotting parameters.
 
Prob  Problem structure, see Table A. Please note that certain solvers that do reformulations of the problem, e.g. L1Solve , infSolve  and slsSolve , return the Prob  structure of the reformulated problem in this field, not the original one.

The field xState  describes the state of each of the variables. In Table 26 the different values are described. The different conditions for linear constraints are defined by the state variable in field bState . In Table 27 the different values are described.



Table 26: The state variable xState  for the variable.


Value Description
0 A free variable.
1 Variable on lower bound.
2 Variable on upper bound.
3 Variable is fixed, lower bound is equal to upper bound.




Table 27: The state variable bState  for each linear constraint.


Value Description
0 Inactive constraint.
1 Linear constraint on lower bound.
2 Linear constraint on upper bound.
3 Linear equality constraint.




Table 28: The state variable cState  for each nonlinear constraint.


Value Description
0 Inactive constraint.
1 Nonlinear constraint on lower bound.
2 Nonlinear constraint on upper bound.
3 Nonlinear equality constraint.




Table 29: Information stored in the structure Result.LS .


Field Description
SSQ  rkT rk.
Covar  Covariance matrix (inverse of JkT Jk).
sigma2  Estimate of squared standard deviation.
Corr  Correlation matrix (normalized covariance matrix).
StdDev  Estimated standard deviation in parameters.
x  The optimal point x_k.
ConfLim  95% confidence limit (roughly) assuming normal distribution
  of errors.
CoeffVar  Coefficients of variation of estimates.

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