sequentialGridSearch {bootLR} | R Documentation |
Optimize a function returning a single numeric value subject to a boolean constraint Utilizes a naive recursive grid search.
sequentialGridSearch(f, constraint, bounds, nEach = 40, shrink = 10, tol = .Machine$double.eps^0.5, verbose = FALSE, ...)
f |
Function to be minimized: takes a single numeric value and returns a single numeric value. |
constraint |
Function of a single variable returning a single boolean value (must be TRUE to be at the optimum). |
bounds |
A numeric vector of length two which are the upper and lower bounds of the input to try. |
nEach |
Number of points n each round of grid searching to use. |
shrink |
Factor indicating how much (1/shrink) to narrow the search width by each round; highly recommended that shrink is at least half the size of nEach. |
tol |
The tolerance (epsilon). |
verbose |
Whether to display verbose output. |
... |
Arguments to pass along to constraint. |
The optimized input value (numeric).