MinimizerOpts: EmiR optimization options

In EmiR: Evolutionary Minimizer for R

EmiR optimization options

Description

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A S4 class storing the options for the optimization algorithms in EmiR.

Slots

maximize

if TRUE the objective function is maximized instead of being minimized. Default is FALSE.

silent_mode

if TRUE no output to console is generated. Default is FALSE.

save_pop_history

if TRUE the position of all individuals in the population at each iteration is stored. This is necessary for functions like plot_population and animate_population to work. Default is FALSE.

constrained_method

method for constrained optimization. Possible values are:

• "PENALTY" - Penalty Method: the constrained problem is converted to an unconstrained one, by adding a penalty function to the objective function. The penalty function consists of a penalty parameter multiplied by a measure of violation of the constraints. The penalty parameter is multiplied by a scale factor (see penalty_scale) at every iteration;

• "BARRIER" - Barrier Method: the value of the objective function is set equal to an arbitrary large positive (or negative in case of maximization) number if any of the constraints is violated;

• "ACCREJ" - Acceptance-Rejection method: a solution violating any of the constraints is replaced by a randomly generated new one in the feasible region. Default is "PENALTY".

penalty_scale

scale factor for the penalty parameter at each iteration. It should be greater than 1. Default is 10.

start_penalty_param

initial value of the penalty parameter. It should be greater than 0. Default is 2.

max_penalty_param

maximum value for the penalty parameter. It should be greater than 0. Default is 1.e+10.

constr_init_pop

if TRUE the initial population is generated in the feasible region only. Default is TRUE.

oob_solutions

strategy to treat out-of-bound solutions. Possible values are:

• "RBC" - Reflective Boundary Condition: the solution is placed back inside the search domain at a position which is distanced from the boundary as the out-of-bound excess. Depending on the optimization algorithm, the velocity of the corresponding individual of the population could be also inverted;

• "PBC" - Periodic Boundary Condition: the solution is placed back inside the search domain at a position which is distanced from the opposite boundary as the out-of-bound excess;

• "BAB" - Back At Boundary: the solution is placed back at the boundaries for the out-of-bound dimensions;

• "DIS" - Disregard the solution: the solution is replaced by a new one, which is randomly generated in the search space. Default is "DIS".

seed

seed for the internal random number generator. Accepted values are strictly positive integers. If NULL a random seed at each execution is used. Default is NULL.

initial_population

manually specify the position of the initial population. A \mjeqnn \times dn x d matrix has to be provided, where \mjeqnnn is the population size and \mjeqndd is the number of parameters the objective function is minimized with respect to.

EmiR documentation built on Dec. 10, 2022, 1:12 a.m.