sa.tabu.helper: Tabu Search to Optimize Functions of Continuous Variables

In SEMsens: A Tool for Sensitivity Analysis in Structural Equation Modeling

Tabu Search to Optimize Functions of Continuous Variables

Description

A helper function that implements the main logic of tabu search to optimize objective functions in continuous domains.

Usage

sa.tabu.helper(
  n.var,
  f,
  maximum = FALSE,
  max.len = 1,
  max.tabu.size = 5,
  neigh.size = NULL,
  max.iter = NULL,
  max.iter.obj = NULL,
  range = c(-1, 1),
  r = 1e-05,
  verbose = TRUE
)

Arguments

n.var	The dimension of search space.
f	The objective function to be optimized.
maximum	Logical. Maximize the objective function if TRUE, minimize the objective function if FALSE.
max.len	The length of the largest hypercube.
max.tabu.size	The maximum size of the tabu list.
neigh.size	The number of neighbors to search for in each iteration.
max.iter	The maximum number of iterations.
max.iter.obj	The maximum number of successive iterations without any improvement of the objective function value.
range	The range for the parameter space in the tabu search.
r	Radius of a tabu ball.
verbose	Logical. Print the current best and overall best objective functions if TRUE, no printing if FALSE.

Value

A list with three components: best.param (vector): the best set of parameters found; best.obj (scalar): the value of obj.fun corresponding to best.param; and model.history: the histry of model results.

References

P., & Berthiau, G. (1997). Fitting of tabu search to optimize functions of continuous variables. International journal for numerical methods in engineering, 40(13), 2449-2457.

SEMsens documentation built on Aug. 31, 2022, 1:05 a.m.