Pijavski performs global univariate optimization of a Lipschitz function fn. The return value is a list containing x,val=fn(x), precision reached and number of iterations made. Pijavski code in C++ is being called from R environment with multiple arguments

1 | ```
Pijavski( fn, Lips, a, b, iter, prec, env)
``` |

`fn` |
input, a pointer to the objective function fn |

`Lips` |
input, an overestimate of the Lipschitz constant of fn |

`a,b` |
input, left and right boundaries of the interval of minimization |

`iter` |
input and output, the maximum number of function evaluations, on return, the number of iterations made |

`prec` |
input and output, the desired precision in terms of the value of fn, on return the difference between best fn and the lower estimate on the minimum. If negative, the Lipschitz constant is too small |

`env` |
input, environment variable passed from R containing a reference to fn, should be defined as new.env(list(fn = myfunction)) |

A list with components

`x` |
The global minimizer of fn. |

`value` |
The final value of the function being optimized. |

`precision` |
The precision of the result in terms of the difference of value and the lower estimate on fn. |

`iterations` |
Number of function evaluations performed. |

Gleb Beliakov and Gita Das

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
optimize_funcR <- function(x,y){
y <- x * x
return(y)
}
output<-Pijavski(optimize_funcR, 5, -2.0, 1.0, 1000, 10^-3,
new.env(list(fn = optimize_funcR)))
output
# named parameters
output<-Pijavski(fn= optimize_funcR, Lips=4, a=-2.0, b=1.0,
iter=1000, prec=10^-3, env=new.env(list(fn = optimize_funcR)))
output
``` |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.