Description Usage Arguments Author(s) Examples
This function performs the optimization of a function using evolutionary strategies, by default the AHR-ES (Oliveros & Shin, 2015).
1 2 |
par |
A numeric vector. The length of the par argument defines the number of parameters to be estimated (i.e. the dimension of the problem). |
fn |
The function to be minimized. |
gr |
the gradient of |
lower |
Lower threshold value(s) for parameters. One value or a vector
of the same length as par. If one value is provided, it is used for all
parameters. |
upper |
Upper threshold value(s) for parameters. One value or a vector
of the same length as par. If one value is provided, it is used for all
parameters. |
active |
A boolean vector of the same length of |
control |
Parameter for the control of the algorithm itself, see details. |
hessian |
Logical. Should a numerically differentiated Hessian matrix be returned? Currently not implemented. |
method |
The optimization method to be used. Currently, the only implemented is the 'default' method, corresponding to the AHR-ES (Oliveros & Shin, 2015). |
... |
Additional parameters to be passed to |
Ricardo Oliveros-Ramos
1 |
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Function value:
Parameters (5 of 5 parameters active).
par1 par2 par3 par4 par5
-0.003804972 0.014361120 -0.168063532 -0.017658488 0.068086874
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