vntrs: Variable neighborhood trust region search

In vntrs: Variable Neighborhood Trust Region Search

Variable neighborhood trust region search

Description

This function performs variable neighborhood trust region search.

Usage

vntrs(
  f,
  npar,
  minimize = TRUE,
  init_runs = 5L,
  init_min = -1,
  init_max = 1,
  init_iterlim = 20L,
  neighborhoods = 5L,
  neighbors = 5L,
  beta = 0.05,
  iterlim = 100L,
  tolerance = 1e-06,
  inferior_tolerance = 1e-06,
  time_limit = NULL,
  cores = 1L,
  lower = NULL,
  upper = NULL,
  collect_all = FALSE,
  quiet = TRUE
)

Arguments

f	[function] A function, returning either a numeric objective value or a list with element value and optional gradient and hessian components for a numeric parameter vector. Missing derivatives are approximated by finite differences.
npar	[integer(1)] The number of parameters of f.
minimize	[logical(1)] Minimize f?
init_runs	[integer(1)] Number of random starting points for the initialization stage.
init_min, init_max	[numeric(1)] Lower and upper bound for the uniform sampling range during initialization.
init_iterlim	[integer(1)] Maximum iterations of the trust-region method during initialization.
neighborhoods	[integer(1)] Number of neighborhood expansions to perform.
neighbors	[integer(1)] Number of neighboring points drawn in each neighborhood.
beta	[numeric(1)] Non-negative scaling factor that controls the neighborhood expansion.
iterlim	[integer(1)] Maximum iterations of the trust-region method during the main search.
tolerance	[numeric(1)] Minimum distance between optima candidates to consider them distinct.
inferior_tolerance	[numeric(1)] Maximum allowed difference from the best known objective value when deciding if a local optimum should be discarded early.
time_limit	[integer(1) | NULL] Optional time limit (in seconds) for the search. If reached, the search stops early with a warning.
cores	[integer(1)] Number of CPU cores used for parallel evaluation.
lower, upper	[numeric(npar) | NULL] Optional lower and upper parameter bounds.
collect_all	[logical(1)] Keep every converged local optimum even if it is inferior to the best known solution and disable early stopping?
quiet	[logical(1)] Suppress messages?

Value

A data.frame summarizing the identified optima or NULL if none could be determined.

References

Bierlaire et al. (2009) "A Heuristic for Nonlinear Global Optimization" \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1287/ijoc.1090.0343")}.

Examples

rosenbrock <- function(x) 100 * (x[2] - x[1]^2)^2 + (1 - x[1])^2
vntrs(f = rosenbrock, npar = 2)

vntrs documentation built on Nov. 5, 2025, 7:36 p.m.