How to access fmincon settings inside of HGA/BFGS

UQ with UQLab Community Q&A and How To
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Hi!

I want to tune fmincon settings within HGA algorithm to estimate Kriging hyperparameters. It seems that I can access MaxIter, etc, but others like MaxFunctionEvaluations, I cannot directly set. I am wondering if I can modify the MaxFunctionEvaluations parameter when I choose HGA as my optimization algorithm. Thank you very much for your help!

Best,

Shuai

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Hi @ShuaiGuo,

Welcome to UQWorld!

Unfortunately, the option MaxFunEvals is not currently accessible via user-specified options of the Kriging metamodel creation like MaxIter or Display.

Is setting the maximum number of (objective) function evaluations essential to your current task?

3

Thanks for your reply @damarginal!

Ok I see that now. Well, the reason I asked this question is because for my current case, the optimization routine (HGA) tends to be terminated prematurely, and one way to resolve this issue is to increase MaxFunEvals (as suggested by MATLAB). Now I will try something else I think. But thank you very much for the info!

Best,

Shuai