CEPSO: Constrained minimisation with CEPSO

Description Usage Arguments Value

Description

Minimise an objective, subject to the constraint specified by an indicator function.

Usage

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CEPSO(starting, objf, pilot, indicator, neighbour = N/5, iter = 2000,
  N = 100, verbose = FALSE)

Arguments

starting

a matrix of starting values with each column corresponds to a particle. (num mat)

objf

the objective function that takes a matrix with each column corresponds to a particle, and return a vector with respective objective function values. (num mat -> num mat)

pilot

a pilot estimate vector. (num vec)

indicator

an indicator function that takes a particle matrix and return a boolean vector, each columnm of which corresponds to a column of the input matrix. (num mat -> bool vec)

neighbour

the number of neighbour (num)

iter

iteration number. (num)

N

number of total particles. (num)

verbose

show the algorithm progression? (bool)

Value

a list that contains the best particle and its objective function value.


weiyaw/blackbox documentation built on June 7, 2019, 5:12 a.m.