BBmisc: optimizeSubInts – R documentation

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optimizeSubInts

Naive multi-start version of optimize for global optimization.

Description

The univariate optimize can stop at arbitrarily bad points when f is not unimodal. This functions mitigates this effect in a very naive way: interval is subdivided into nsub equally sized subintervals, optimize is run on all of them (and on the original big interval) and the best obtained point is returned.

Usage

optimizeSubInts(f, interval, ..., lower = min(interval),
  upper = max(interval), maximum = FALSE, tol = .Machine$double.eps^0.25,
  nsub = 50L)

Arguments

`f`	See `optimize`.
`interval`	See `optimize`.
`...`	See `optimize`.
`lower`	See `optimize`.
`upper`	See `optimize`.
`maximum`	See `optimize`.
`tol`	See `optimize`.
`nsub`	[`integer(1)`] Number of subintervals. A value of 1 implies normal `optimize` behavior. Default is 50L.

Value

See optimize.

BBmisc

Miscellaneous Helper Functions for B. Bischl

v1.11

BSD_2_clause + file LICENSE

Authors

Bernd Bischl [aut, cre], Michel Lang [aut], Jakob Bossek [aut], Daniel Horn [aut], Jakob Richter [aut], Dirk Surmann [aut]

Initial release