R/local.R

In vntrs: Variable Neighborhood Trust Region Search

#' Local trust region search
#'
#' @description
#' Function that links to \code{\link[trust]{trust}}.
#'
#' @inheritParams vntrs
#' @param parinit
#' Passed on to \code{\link[trust]{trust}}.
#' @inheritParams unique_optimum
#'
#' @return
#' A list of
#' \itemize{
#'   \item \code{success}: A boolean, determining wether the local search
#'         successfully converged.
#'   \item \code{value}: The value at the point where the local search
#'         terminated.
#'   \item \code{argument}: The point where the local search terminated.
#' }
#'
#' @keywords
#' internal

local <- function(f, parinit, minimize, controls, L) {
  ### do not check premature interruption if 'L' is empty or
  ### 'controls$only_global' = FALSE
  if (length(L) == 0) {
    batches <- 1
  } else {
    batches <- controls$iterlim
  }

  ### perform local search
  for (b in seq_len(batches)) {
    out <- trust::trust(
      objfun = f,
      parinit = parinit,
      rinit = 1,
      rmax = 10,
      iterlim = controls$iterlim / batches,
      minimize = minimize,
      blather = FALSE
    )

    if (b < batches) {
      ### check if already converged
      if (out$converged) break

      ### check if local search can be interrupted prematurely
      if (interruption(f = f, point = out$argument, L = L, minimize = minimize)) {
        return(list("success" = FALSE, "value" = NA, "argument" = NA))
      }
    }

    parinit <- out$argument
  }

  return(list(
    "success" = out$converged, "value" = out$value,
    "argument" = out$argument
  ))
}