optimizeSubInts: Naive multi-start version of 'optimize' for global...

In BBmisc: Miscellaneous Helper Functions for B. Bischl

Naive multi-start version of optimize for global optimization.

Description

The univariate optimize can stop at arbitrarily bad points when f is not unimodal. This functions mitigates this effect in a very naive way: interval is subdivided into nsub equally sized subintervals, optimize is run on all of them (and on the original big interval) and the best obtained point is returned.

Usage

optimizeSubInts(
  f,
  interval,
  ...,
  lower = min(interval),
  upper = max(interval),
  maximum = FALSE,
  tol = .Machine$double.eps^0.25,
  nsub = 50L
)

Arguments

f	See optimize.
interval	See optimize.
...	See optimize.
lower	See optimize.
upper	See optimize.
maximum	See optimize.
tol	See optimize.
nsub	[integer(1)] Number of subintervals. A value of 1 implies normal optimize behavior. Default is 50L.

Value

See optimize.

BBmisc documentation built on Sept. 29, 2022, 5:12 p.m.