README.md

In optim.functions: Standard Benchmark Optimization Functions

optim.functions

A number of standard optimization functions for R along with sampling methods. There is a unified interface to sampling the functions. One can run sample.func("rosenbrok", n=250, k=5, method="lhs.sampling") to get a 250 sample Latin hypercube in 5D of the rosenbrock function.

Available functions

The following multi-D scalar functions are implemented. They are all defined on an arbitrary number of inputs.

• ackley
• rosenbrock
• schwefel
• sinc
• spherical
• zakharov

Sampling methods

The following sampling methods are supported with their internal names in parenthesis. With the exception of hexagonal.sample these are all defined on an arbitrary number of dimensions.

• Latin hypercube (lh.sample)
• Uniform random (random.sample)
• Cartesian lattice (cartesian.sample)
• Hexagonal lattice (hexagonal.sample)
• Toroidal sampling (torus.sample)
• Sobol sequence (sobol.sample)
• Halton sequence (halton.sample)

optim.functions documentation built on May 2, 2019, 9:57 a.m.