Description Usage Arguments Value Author(s) References Examples
Return the real value representing the global optimum
(minimum) of a given objective function between the default bounds
possible to obtain via the function getDefaultBounds(fnName)
.
1 | getGlobalOpt(fnName)
|
fnName |
A character vector naming the objective function to call. Options are elements of c("Ackleys", "AluffiPentini", "BeckerLago", "Bohachevsky1", "Bohachevsky2", "Branin", "Camel3", "Camel6", "CosMix2", "CosMix4", "DekkersAarts", "Easom", "EMichalewicz", "Expo", "GoldPrice", "Griewank", "Gulf", "Hartman3", "Hartman6", "Hosaki", "Kowalik", "LM1", "LM2n10", "LM2n5", "McCormic", "MeyerRoth", "MieleCantrell", "Modlangerman", "ModRosenbrock", "MultiGauss", "Neumaier2", "Neumaier3", "Paviani", "Periodic", "PowellQ", "PriceTransistor", "Rastrigin", "Rosenbrock", "Salomon", "Schaffer1", "Schaffer2", "Schubert", "Schwefel", "Shekel10", "Shekel5", "Shekel7", "Shekelfox5", "Wood", "Zeldasine10", "Zeldasine20"). Unique partial matches to these elements are accepted. |
Real representing the global optimum (minimum) of the objective
function named in fnName
.
Katharine Mullen katharine.mullen@stat.ucla.edu
Montaz Ali, M., Khompatraporn, C. and Zabinsky, Z. B. (2005), A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems, Journal of Global Optimization, 31, 4, 635–672.
Mullen, K. M. (2014), Continuous Global Optimization in R, Journal of Statistical Software, 60, 6, 1–45, URL http://www.jstatsoft.org/v60/i06/.
http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm
for the C
source.
1 2 | getGlobalOpt("Ackleys")
getGlobalOpt("AluffiPentini")
|
[1] 0
[1] -0.3523
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