lineSearch_APA: lineSearch_APA

In mrparker909/optimizeAPA: An R Package for Arbitrary Precision Optimization of Multi-parameter Functions

Description

line searching algorithm used inside APA optimization algorithms.

Usage

lineSearch_APA(
  x_curr,
  dk,
  func,
  grad_Fx = NULL,
  precBits = 64,
  stepMod = 0,
  lineSearchMaxSteps = 100,
  ...
)

Arguments

x_curr	starting x value
dk	direction vector to search along
func	function to perform line search on
grad_Fx	(defaults to NULL) if not NULL, the gradient of func at x_curr
precBits	bits of precision
lineSearchMaxSteps	(defaults to 100) maximum number of iterations before stopping
...	extra parameters passed on to func

Examples

# simple 1D quadratic function optimization
lineSearch_APA(x_curr = 1, dk = -0.2, lineSearchMaxSteps = 100, func = function(x, precBits) {Rmpfr::mpfr(x,precBits)^2})
lineSearch_APA(x_curr = 1, dk = -0.2, lineSearchMaxSteps = 100, func = function(x, precBits) {Rmpfr::mpfr(x-1,precBits)^2})

# simple 2D quadratic function optimization
func2 <- function(par, centerx=0, centery=0, precBits=64) {
  par <- Rmpfr::mpfr(par, precBits)
  (par[1]-centerx)^2+(par[2]-centery)^2
}

lineSearch_APA(x_curr = c(.015,-.015), dk = c(-0.2,0.2), func=func2)

lineSearch_APA(x_curr = c(2.06), dk = c(-0.2), func=function(x, precBits) { 
 l <- -1
 for(xi in c(1,2,3)) {
   l <- l * dpois_APA(xi, x, precBits)
 }
 return(l)
 })

mrparker909/optimizeAPA documentation built on June 28, 2020, 3:57 p.m.