getGlobalOpt {globalOptTests} | R Documentation |
Return the global optimum of a given objective function.
Description
Return the real value representing the global optimum
(minimum) of a given objective function between the default bounds
possible to obtain via the function getDefaultBounds(fnName)
.
Usage
getGlobalOpt(fnName)
Arguments
fnName |
A character vector naming the objective function to call. Options are elements of c("Ackleys", "AluffiPentini", "BeckerLago", "Bohachevsky1", "Bohachevsky2", "Branin", "Camel3", "Camel6", "CosMix2", "CosMix4", "DekkersAarts", "Easom", "EMichalewicz", "Expo", "GoldPrice", "Griewank", "Gulf", "Hartman3", "Hartman6", "Hosaki", "Kowalik", "LM1", "LM2n10", "LM2n5", "McCormic", "MeyerRoth", "MieleCantrell", "Modlangerman", "ModRosenbrock", "MultiGauss", "Neumaier2", "Neumaier3", "Paviani", "Periodic", "PowellQ", "PriceTransistor", "Rastrigin", "Rosenbrock", "Salomon", "Schaffer1", "Schaffer2", "Schubert", "Schwefel", "Shekel10", "Shekel5", "Shekel7", "Shekelfox5", "Wood", "Zeldasine10", "Zeldasine20"). Unique partial matches to these elements are accepted. |
Value
Real representing the global optimum (minimum) of the objective
function named in fnName
.
Author(s)
Katharine Mullen katharine.mullen@stat.ucla.edu
References
Montaz Ali, M., Khompatraporn, C. and Zabinsky, Z. B. (2005), A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems, Journal of Global Optimization, 31, 4, 635–672.
Mullen, K. M. (2014), Continuous Global Optimization in R, Journal of Statistical Software, 60, 6, 1–45, URL http://www.jstatsoft.org/v60/i06/.
http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm
for the C
source.
Examples
getGlobalOpt("Ackleys")
getGlobalOpt("AluffiPentini")