Description Usage Arguments Details Value Examples
View source: R/rvnds_hamming.R
VNS Kernel function
1 | rvnds_hamming(problem, opts, ...)
|
problem |
List containing problem settings definition. |
opts |
List containing options (if set as opts <- numeric(0) default options will be loaded). |
... |
Additional variables passed to the objective function |
problem$f: Name of the file containing the objective function (String).
problem$x_L: Lower bounds of decision variables (vector).
problem$x_U: Upper bounds of decision variables (vector).
problem$x_0: Initial point(s) (optional; vector or matrix).
problem$f_0: Function values of initial point(s) (optional). These values MUST correspond to feasible points.
User options:
opts$maxeval: Maximum number of function evaluations (Default 1000).
opts$maxtime: Maximum CPU time in seconds (Default 60).
opts$maxdist: Percentage of the problem dimension which will be perturbed in the furthest neighborhood (varies between 0 and1, default is 0.5).
opts$use_local: Uses local search (1) or not (0). The default is 1.
The following options only apply when the local search is activated:
opts$use_aggr: Aggressive search. The local search is only applied when the best solution has been improved (1=aggressive search, 0=non-aggressive search, default:0).
opts$local search type: Applies a first (=1) or a best (=2) improvement scheme for the local search (Default: 1).
opts$decomp: Decompose the local search (=1) using only the variables perturbed in the global phase. Default: 1.
fbest |
Best objective function value found after the optimization |
xbest |
Vector providing the best function value |
cpu_time |
Time in seconds consumed in the optimization |
func |
Vector containing the best objective function value after each iteration |
x |
Matrix containing the best vector after each iteration |
time |
Vector containing the cpu time consumed after each iteration |
neval |
Vector containing the number of function evaluations after each iteration |
numeval |
Number of function evaluations |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | rosen10<-function(x){
f<-0;
n=length(x);
for (i in 1:(n-1)){
f <- f + 100*(x[i]^2 - x[i+1])^2 + (x[i]-1)^2;
}
return(f)
}
nvar<-10;
problem<-list(f="rosen10", x_L=rep(-5,nvar), x_U=rep(1,nvar))
opts<-list(maxeval=2000, maxtime=3600*69, use_local=1, aggr=0, local_search_type=1, decomp=1, maxdist=0.5)
algorithm<-"VNS";
Results<-MEIGO(problem,opts,algorithm);
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