optimsimplex.shrink {optimsimplex} | R Documentation |
This function shrinks the simplex with given coefficient sigma and returns an updated simplex. The shrink is performed with respect to the first point in the simplex.
optimsimplex.shrink(this = NULL, fun = NULL, sigma = 0.5, data = NULL)
this |
An simplex object | ||||
fun |
The function to compute at vertices. The function is expected to have the following input and output arguments:
where x is a row vector and this a user-defined data, i.e. the | ||||
sigma |
The shrinkage coefficient. The default value is 0.5. | ||||
data |
A user-defined data passed to the function. If data is provided,
it is passed to the callback function both as an input and output argument.
|
Return a list with the following elements:
The updated simplex object.
The updated user-defined data.
Author of Scilab optimsimplex module: Michael Baudin (INRIA - Digiteo)
Author of R adaptation: Sebastien Bihorel (sb.pmlab@gmail.com)