optimsimplex.utils: Optimsimplex Utility Functions
In sbihorel/optimsimplex: R Port of the 'Scilab' Optimsimplex Module

Description Usage Arguments Value Author(s) References See Also

These functions enable various calculations and checks on the current simplex:

optimsimplex.center: Compute the center of the current simplex.
optimsimplex.check: Check the consistency of the data in the current simplex.
optimsimplex.deltafv: Compute the vector of function value differences with respect to the function value at the first vertex (the lowest).
optimsimplex.deltafvmax: Compute the difference of function value between the lowest and the highest vertices. It is expected that the first vertex (this$x[1,]) is associated with the smallest function value and that the last vertex (this$x[nbve,]) is associated with the highest function value.
optimsimplex.dirmat: Compute the matrix of simplex direction, i.e. the matrix of differences of vertice coordinates with respect to the first vertex.
optimsimplex.fvmean: Compute the mean of the function values in the current simplex.
optimsimplex.fvstdev: Compute the standard deviation of the function values in the current simplex.
optimsimplex.fvvariance: Compute the variance of the function values in the current simplex.
optimsimplex.size: Determines the size of the simplex.
optimsimplex.sort: Sort the simplex by increasing order of function value, so the smallest function is at the first vertex.
optimsimplex.xbar: Compute the center of n vertices, by excluding the vertex with index iexcl. The default of iexcl is the number of vertices: in that case, if the simplex is sorted in increasing function value order, the worst vertex is excluded.

  optimsimplex.center(this = NULL)
  optimsimplex.check(this = NULL)
  optimsimplex.deltafv(this = NULL)
  optimsimplex.deltafvmax(this = NULL)
  optimsimplex.dirmat(this = NULL)
  optimsimplex.fvmean(this = NULL)
  optimsimplex.fvstdev(this = NULL)
  optimsimplex.fvvariance(this = NULL)
  optimsimplex.size(this = NULL, method = NULL)
  optimsimplex.sort(this = NULL)
  optimsimplex.xbar(this = NULL, iexcl = NULL)

this

The current simplex.

method

The method to use to compute the size of the simplex. The available methods are the following:

'sigmaplus': (this is the default) The sigmamplus size is the maximum 2-norm length of the vector from each vertex to the first vertex. It requires one loop over the vertices.
'sigmaminus': The sigmaminus size is the minimum 2-norm length of the vector from each vertex to the first vertex. It requires one loop over the vertices.
'Nash': The 'Nash' size is the sum of the norm of the norm-1 length of the vector from the given vertex to the first vertex. It requires one loop over the vertices.
'diameter': The diameter is the maximum norm-2 length of all the edges of the simplex. It requires 2 nested loops over the vertices.

iexcl

The index of the vertex to exclude in center computation.

optimsimplex.center: Return a vector of length nbve, where nbve is the number of vertices in the current simplex.
optimsimplex.check: Return an error message if the dimensions of the various elements of the current simplex do not match.
optimsimplex.deltafv: Return a column vector of length nbve-1.
optimsimplex.deltafvmax: Return a numeric scalar.
optimsimplex.dirmat: Return a n x n numeric matrix, where n is the dimension of the space of the simplex.
optimsimplex.fvmean: Return a numeric scalar.
optimsimplex.fvstdev: Return a numeric scalar.
optimsimplex.fvvariance: Return a numeric scalar.
optimsimplex.size: Return a numeric scalar.
optimsimplex.sort: Return an updated simplex object.
optimsimplex.xbar: Return a row vector of length n.