optimise.eu.sim.model {bdpopt}R Documentation

Optimise Expected Utility

Description

optimise.eu method for objects of class sim.model.

Usage

## S3 method for class 'sim.model'
optimise.eu(model, start, method = "L-BFGS-B",
lower = -Inf, upper = Inf, control = list())

Arguments

model

A simulation model object returned by eval.on.grid, fit.gpr or fit.loess. Specifying any method other than "Grid" requires that the object has been obtained from fit.gpr or fit.loess.

start

The start value when performing the search for a maximum. Passed on to optim.

method

The optimisation method to be used. Must be one of "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", "Brent" or "Grid".

lower

A numeric, atomic vector giving the lower limits for the decision variables when performing the maximisation.

upper

A numeric, atomic vector giving the upper limits for the decision variables when performing the maximisation.

control

A list of control parameters passed on to optim.

Details

See optimise.eu for further documentation.


[Package bdpopt version 1.0-1 Index]