lineSearch_NAPA: lineSearch_NAPA

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

Description

line searching algorithm used inside non-APA optimization algorithms.

Usage

lineSearch_NAPA(
  x_curr,
  dk,
  func,
  grad_Fx = NULL,
  stepMod = 0,
  tolerance = 10^-8,
  lineSearchMaxSteps = 10,
  ...
)

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
lineSearchMaxSteps	maximum number of iterations before stopping
...	extra parameters passed on to func

Examples

# simple 1D quadratic function optimization
lineSearch_NAPA(x_curr = 1, dk = -0.2, lineSearchMaxSteps = 100, func = function(x) {x^2})

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

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

lineSearch_NAPA(x_curr = c(2.05), dk = c(-0.2), func=function(x) { -prod(dpois(c(1,2,3), x))})

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