gloptim: Wrapper to unify global optimization solvers

In gloptim: Global Optimization Wrapper to Call a Variety of Solvers

Description

A routine to call a variety of global optimization methods through a single syntax. The structure is intended to be extensible.

Usage

gloptim(fn, lb, ub, x0 = NULL,
        method = c("deoptim", "deoptimr", "simplede", "ga", "smco", "soma"),
        type = NULL,
        minimize = TRUE, control = list(), ...)

Arguments

fn	Nonlinear objective function that is to be optimized. A scalar function that takes a real vector as argument and returns a scalar that is the value of the function at that point.
lb	Lower bounds on the parameters. Vector the same length as the variables of the objective function.
ub	Upper bounds on the parameters. Vector the same length as the variables of the objective function.
x0	Starting vector of parameter values. For some methods, this is optional.
method	A character string specifying the solver to be applied. Current options are "deoptim[r]", "ga", "simplede", "soma", and "smco".
type	A characterization of the function that may be needed by some methods.
minimize	TRUE (default) if the function is to be minimized.
control	A list of control parameters. See Details for more information.
...	Additional arguments passed to the objective function fn.

Details

Argument control is a list specifing changes to default values of algorithm control parameters.

If the minimization process threatens to go into an infinite loop, try to set maxiter.

Value

A list with the following components:

xmin	Best estimate of the parameter vector found by the algorithm.
fmin	value of the objective function at termination.

Author(s)

Hans W Borchers <[e-mail]> and
John C. Nash <[e-mail]>

See Also

optim

Examples

##  See the tests directory and the vignettes.

gloptim documentation built on Jan. 24, 2017, 5:02 p.m.