optimizeSubInts {BBmisc} | R Documentation |
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 |
interval |
See |
... |
See |
lower |
See |
upper |
See |
maximum |
See |
tol |
See |
nsub |
[ |
Value
See optimize
.
[Package BBmisc version 1.13 Index]