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Surrogate Function

Date

2 years ago

Alternative functionsIt is also used when the objective function cannot be used or the effect is poor.

In some optimization problems, the objective function is too complex to be evaluated at every iteration step, and a surrogate function can mimic most of the properties of the objective function and can be analyzed analytically with lower computational cost.

When choosing a substitute function, you need to be careful to keep it as close to the original objective function as possible while solving the current problem.

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Surrogate Function | Wiki | HyperAI