optimLBFGSB: Minimization by L-BFGS-B

In SPOT: Sequential Parameter Optimization Toolbox

Minimization by L-BFGS-B

Description

For minimization, this function uses the "L-BFGS-B" method from the optim function, which is part of the codestats package. It is basically a wrapper, to enable L-BFGS-B for usage in SPOT.

Usage

optimLBFGSB(x = NULL, fun, lower, upper, control = list(), ...)

Arguments

x	optional matrix of points. Only first point (row) is used as startpoint.
fun	objective function, which receives a matrix x and returns observations y
lower	boundary of the search space
upper	boundary of the search space
control	list of control parameters funEvals Budget, number of function evaluations allowed. Default is 100. All other control parameters accepted by the optim function can be used, too, and are passed to optim.
...	passed to fun

Value

list, with elements

x

NA, not used

y

NA, not used

xbest

best solution

ybest

best observation

count

number of evaluations of fun (estimated from the more complicated "counts" variable returned by optim)

message

termination message returned by optim

Examples

res <- optimLBFGSB(,fun = funSphere,lower = c(-10,-20),upper=c(20,8))
res$ybest

SPOT documentation built on June 26, 2022, 1:06 a.m.