local {vntrs} | R Documentation |
Local trust region search
Description
Function that links to trust
.
Usage
local(f, parinit, minimize, controls, L)
Arguments
f |
A function that computes value, gradient, and Hessian of the function to be
optimized and returns them as a named list with elements value ,
gradient , and hessian .
|
parinit |
Passed on to trust .
|
minimize |
If TRUE , f gets minimized. If FALSE , maximized.
|
controls |
Either NULL or a named list with the following elements. Missing
elements are set to the default values in parentheses.
-
init_runs (5 ):
The number of initial searches.
-
init_min (-1 ):
The minimum argument value for the random initialization.
-
init_max (1 ):
The maximum argument value for the random initialization.
-
init_iterlim (20 ):
The number of iterations for the initial searches.
-
neighborhoods (5 ):
The number of nested neighborhoods.
-
neighbors (5 ):
The number of neighbors in each neighborhood.
-
beta (0.05 ):
A non-negative weight factor to account for the function's curvature in the
selection of the neighbors. If beta = 0 , the curvature is ignored.
The higher the value, the higher the probability of selecting a neighbor in
the direction of the highest function curvature.
-
iterlim (1000 ):
The maximum number of iterations to be performed before the local search is
terminated.
-
tolerance (1e-6 ):
A positive scalar giving the tolerance for comparing different optimal
arguments for equality.
-
time_limit (NULL ):
The time limit in seconds for the algorithm.
|
L |
A list of identified optima which contains lists with
of each identified optimum.
|
Value
A list of
-
success
: A boolean, determining wether the local search
successfully converged.
-
value
: The value at the point where the local search
terminated.
-
argument
: The point where the local search terminated.
[Package
vntrs version 0.1.1
Index]