inst/doc/examples/axsearch-Ex.R

In optimx: Expanded Replacement and Extension of the 'optim' Function

#####################
require(optimx)
# Simple bounds test for n=4
bt.f<-function(x){
  sum(x*x)
}

bt.g<-function(x){
  gg<-2.0*x
}

n<-4
lower<-rep(0,n)
upper<-lower # to get arrays set
bdmsk<-rep(1,n)
# bdmsk[(trunc(n/2)+1)]<-0
for (i in 1:n) { 
  lower[i]<-1.0*(i-1)*(n-1)/n
  upper[i]<-1.0*i*(n+1)/n
}
xx<-0.5*(lower+upper)

cat("lower bounds:")
print(lower)
cat("start:       ")
print(xx)
cat("upper bounds:")
print(upper)

abtrvm <- list() # ensure we have the structure

cat("Rvmmin \n\n")
# Note: trace set to 0 below. Change as needed to view progress. 

# Following can be executed if package optimx available
# abtrvm <- optimr(xx, bt.f, bt.g, lower=lower, upper=upper, method="Rvmmin", 
#                 control=list(trace=0))
# Note: use lower=lower etc. because there is a missing hess= argument
# print(abtrvm)

abtrvm$par <- c(0.00, 0.75, 1.50, 2.25)
abtrvm$value <- 7.875
cat("Axial search")
axabtrvm <- axsearch(abtrvm$par, fn=bt.f, fmin=abtrvm$value, lower, upper, bdmsk=NULL, 
                     control=list(trace=0))
print(axabtrvm)

abtrvm1 <- list() # set up structure
# Following can be executed if package optimx available
# cat("Now force an early stop\n")
# abtrvm1 <- optimr(xx, bt.f, bt.g, lower=lower, upper=upper, method="Rvmmin", 
#                   control=list(maxit=1, trace=0))
# print(abtrvm1)

abtrvm1$value <- 8.884958
abtrvm1$par <- c(0.625, 1.625, 2.625, 3.625)

cat("Axial search")
axabtrvm1 <- axsearch(abtrvm1$par, fn=bt.f, fmin=abtrvm1$value, lower, upper, bdmsk=NULL, 
                      control=list(trace=0))
print(axabtrvm1)

cat("Do NOT try axsearch() with maximize\n")