local: Perform trust region local search.

In vntrs: Variable Neighborhood Trust Region Search

Description

Function that links to trust.

Usage

local(f, parinit, minimize, controls, L)

Arguments

f	A function that computes value, gradient, and Hessian of the function to be optimized and returns them as a named list with elements value, gradient, and hessian.
parinit	Passed on to trust.
minimize	If TRUE, f gets minimized. If FALSE, maximized.
controls	Either NULL or a named list with the following elements. Missing elements are set to the default values in parentheses. init_runs (5): The number of initial searches. init_min (-1): The minimum argument value for the random initialization. init_max (1): The maximum argument value for the random initialization. init_iterlim (20): The number of iterations for the initial searches. neighborhoods (5): The number of nested neighborhoods. neighbors (5): The number of neighbors in each neighborhood. beta (0.05): A non-negative weight factor to account for the function's curvature in the selection of the neighbors. If beta = 0, the curvature is ignored. The higher the value, the higher the probability of selecting a neighbor in the direction of the highest function curvature. iterlim (1000): The maximum number of iterations to be performed before the local search is terminated. tolerance (1e-6): A positive scalar giving the tolerance for comparing different optimal arguments for equality. time_limit (NULL): The time limit in seconds for the algorithm.
L	A list of identified optima which contains lists with value and argument of each identified optimum.

Value

A list of

• success: A boolean, determining wether the local search successfully converged.

• value: The value at the point where the local search terminated.

• argument: The point where the local search terminated.

vntrs documentation built on Oct. 18, 2021, 5:08 p.m.