optims {DiceView}

Title Multi-local optimization wrapper for optim, using (possibly parallel) multistart.

Description

Title Multi-local optimization wrapper for optim, using (possibly parallel) multistart.

Usage

optims(
  pars,
  fn,
  fn.NaN = NaN,
  .apply = "mclapply",
  pars.eps = 1e-05,
  control = list(),
  ...
)

Arguments

pars

starting points for optim

fn

objective function, like in optim().

fn.NaN

replacement value of fn when returns NaN

.apply

loop/parallelization backend for multistart ("mclapply", "lapply" or "foreach")

pars.eps

minimal distance between two solutions to be considered different

control

control parameters for optim()

...

additional arguments passed to optim()

Value

list with best solution and all solutions

Author(s)

Yann Richet, IRSN

Examples

fn = function(x) ifelse(x==0,1,sin(x)/x)
# plot(fn, xlim=c(-20,20))
optim( par=5,                     fn,lower=-20,upper=20,method='L-BFGS-B')
optims(pars=t(t(seq(-20,20,,20))),fn,lower=-20,upper=20,method='L-BFGS-B')

# Branin function (3 local minimas)
f = function (x) {
  x1 <- x[1] * 15 - 5
  x2 <- x[2] * 15
  (x2 - 5/(4 * pi^2) * (x1^2) + 5/pi * x1 - 6)^2 + 10 * (1 - 1/(8 * pi)) * cos(x1) + 10
}
# expect to find 3 local minimas
optims(pars=matrix(runif(100),ncol=2),f,method="L-BFGS-B",lower=c(0,0),upper=c(1,1))