getMaxMinMC {profExtrema}

Coordinate profile extrema with MC

Description

Compute coordinate profile extrema with MC

Usage

getMaxMinMC(x, f, fprime, coord, d, options = NULL)

Arguments

x

one dimensional point where the function is to be evaluated

f

function to be optimized (takes a vector y of dimension d and returns a real number)

fprime

derivative of f (same format)

coord

integer selecting the dimension that is fixed, the other ones are optimized over

d

dimension of the input for f

options

a list containing the options to be passed to the MC optimizer:

• par:contains the starting point (a point in dimension d-1)

• numMCsamples: number of MC samples

• randstring that chooses the type of randomness in MC: "unif" (uniform in [lower,upper]), "norm" (independent normal with mean 0 and variance 1)

• lower: the lower bounds for the optimization domain (see optim for details)

• upper:the upper bounds for the optimization domain (see optim for details)

Value

a real value corresponding to max_{x_1,\dots, x_{coord-1},x_{coord+1}, \dots, x_d} f(x_1,\dots,x_d)

Author(s)

Dario Azzimonti