sa.tabu.helper {SEMsens}

Tabu Search to Optimize Functions of Continuous Variables

Description

A helper function that implements the main logic of tabu search to optimize objective functions in continuous domains.

Usage

sa.tabu.helper(
  n.var,
  f,
  maximum = FALSE,
  max.len = 1,
  max.tabu.size = 5,
  neigh.size = NULL,
  max.iter = NULL,
  max.iter.obj = NULL,
  range = c(-1, 1),
  r = 1e-05,
  verbose = TRUE
)

Arguments

n.var

The dimension of search space.

f

The objective function to be optimized.

maximum

Logical. Maximize the objective function if TRUE, minimize the objective function if FALSE.

max.len

The length of the largest hypercube.

max.tabu.size

The maximum size of the tabu list.

neigh.size

The number of neighbors to search for in each iteration.

max.iter

The maximum number of iterations.

max.iter.obj

The maximum number of successive iterations without any improvement of the objective function value.

range

The range for the parameter space in the tabu search.

r

Radius of a tabu ball.

verbose

Logical. Print the current best and overall best objective functions if TRUE, no printing if FALSE.

Value

A list with three components: best.param (vector): the best set of parameters found; best.obj (scalar): the value of obj.fun corresponding to best.param; and model.history: the histry of model results.

References

P., & Berthiau, G. (1997). Fitting of tabu search to optimize functions of continuous variables. International journal for numerical methods in engineering, 40(13), 2449-2457.