Displaying 20 results from an estimated 4000 matches similar to: "optim with simulated annealing SANN for combinatorial optimization"
2008 Mar 16
1
optim: why is REPORT not used in SANN?
Hello,
I wonder why the control parameter REPORT is not supported by method
SANN. Looking into optim.c I found an internal constant:
#define STEPS 100
... and decreasing this to 10 helped me fine-tuning the annealing
parameters in an actual problem.
Is there any reason why not passing nREPORT to samin and setting
something like:
STEPS = nREPORT / tmax
Thomas P.
--
Thomas Petzoldt
2011 Dec 16
1
Fortune? -- was Re: optim with simulated annealing SANN ...
Folks:
I thought John Nash's comment below was profound and a possible
Fortunes candidate:
(Aside: I believe it applies to a great deal of what is discussed on
this list, not just stochastic optimization.)
Cheers,
Bert
... (in the context of stochastic optimization)
>... As with many tools in this domain, for effective use they
> require more knowledge than many of their users
2008 Jan 18
1
constrOptim with method SANN
Hi Everyone,
I'm trying to minimize a function using constrOptim with
the simulated annealing method SANN.
If I understand constrOptim well, it basically passes most
of its arguments to optim while somehow enforcing the constraints.
My problem is, that since SANN does not need gradients,
when using optim with SANN, the gr argument of optim is
used to specify a function to create the next
2003 Jul 16
2
numerical differentiation in R? (for optim "SANN" parscale)
Dear R users,
I am running a maximum likelihood model with optim. I chose the
simulated annealing method (method="SANN").
SANN is not performing bad, but I guess it would be much more effecive
if I could set the `parscale' parameter.
The help sais:
`parscale' A vector of scaling values for the parameters.
Optimization is performed on `par/parscale' and these
2009 Oct 20
1
Buglet in optim() SANN
I think SANN method in optim() is failing to report that it has not
converged. Here is an example
genrose.f<- function(x, gs=NULL){ # objective function
## One generalization of the Rosenbrock banana valley function (n
parameters)
n <- length(x)
if(is.null(gs)) { gs=100.0 }
fval<-1.0 + sum (gs*(x[1:(n-1)]^2 - x[2:n])^2 + (x[2:n] - 1)^2)
return(fval)
}
2009 Apr 07
0
Repeated SANN values.
I tried optim using the SANN algoithm. To start things out I tried the example of solving the "traveling salesman" problem as given in the documentation. The example works just fine. But if I comment out the line:
set.seed(123) # chosen to get a good soln relatively quickly
More often than not it doesn't converge to the optimum solution as shown in the example. Alos with trace on
2004 May 28
1
optim(method="SANN")
Hello List
I'm working on a combinatoric problem in which the object is to
minimize the badness() of a vector. I think this class of problem is only
soluble by optim() using method=SANN.
The badness() of anything is >= 0, and when I've found a solution with
zero badness, I want optim() to stop (carrying on beyond zero badness
cannot improve the solution). Efficiency is crucial here.
2008 May 09
0
Simulated annealing method with restarts
Hello R-Help,
I'm using R to do some optimization, specifically using the optim
method with method = 'SANN' (simulated annealing). I read the help
file, and noticed that this method does not include restarts/reheats,
which I think would help my optimization significantly. Does anyone
know of an implementation that does this? I searched both the internet
and the help archives and
2008 Jan 18
0
constrOptim with SANN
Hi Everyone,
I'm trying to minimize a function using constrOptim with
the simulated annealing method SANN.
If I understand constrOptim well, it basically passes most
of its arguments to optim while somehow enforcing the constraints.
My problem is, that since SANN does not need gradients,
when using optim with SANN, the gr argument of optim is
used to specify a function to create the next
2013 Feb 27
2
temp seems ineffective in SANN (optim)
I am trying to control the behavior of the SANN method in optim (R
2.14.1) via control$temp. In my toy tests it works; in my real use, it
doesn't.
As far as I can tell my code with different temp values is loaded; I
even traced into the function that calls optim and verified temp had the
value I had set.
Could the fact that I have NaN's coming back from the objective function
be a
2007 Apr 13
1
Simulated annealing using optim()
I'm preparing some code to compute the optimal geometry of stressed
solids. The core of the calculations is the optimization of elastic energy
using the simulated annealing method implemented in the R optim() rutine.
I've defined a function to compute this "energy" scalar (the fn parameter
for optim) and prepared a list with the arrays defining the geometry and
the elastic
2008 Jun 26
1
Question about Constraint Optimization
Dear All,
I am having trouble in using R function "constrOptim" to do constraint
optimization. It seems that "constrOptim" calls function "optim" when it
does the optimization, and "optim" allows us to set "method" to be "SANN"
if we want to use simulated annealing. In "optim", the function allows us
to set gradient to be
2007 Oct 23
0
API for optimization with Simulated annealing
Dear list,
I was trying to use the R API for optimization method "Simulated annealing"
void samin(int n, double *x, double *Fmin, optimfn fn, int maxit,
int tmax, double temp, int trace, void *ex);
but I encountered the following problem:
The implementation of the function samin (as seen in src/main/optim.c)
passes its void * argument "ex" into the function
2009 Nov 19
1
optim(.. ,"SANN",..)
I have a problem using optim, so I am hoping someone can help me out with it:
Suppose I have the list:
list(D,R,P)
[[1]]
V1 V2 V3 V4
1 0 1 0 1
2 1 1 0 0
3 1 0 1 0
4 0 0 1 1
5 0 1 0 1
6 1 1 0 0
7 1 0 1 0
8 0 0 1 1
9 1 0 1 0
10 0 0 1 1
[[2]]
[1] 23 85 12 73 23 24 25 56 78 1200
[[3]]
V1
1 25
2 80
3 15
4
2008 Apr 04
2
suggested minor patch for optim.R
optim ignores misspelled control parameters, so that trying
to set (e.g.) "maxint=1000" in the control argument silently
does nothing. The patch below (watch out for line breaks! also
posted at http://www.zoo.ufl.edu/bolker/optim_patch.R , and
http://www.zoo.ufl.edu/bolker/optim_new.R) adds
three lines to optim.R that issue a warning if any names of
elements of "control" fail
2002 Oct 21
3
Combinatorial Optimisation
Hi
I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero.
I don't think any of the standard R
2002 Oct 21
3
Combinatorial Optimisation
Hi
I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero.
I don't think any of the standard R
2008 Mar 14
1
Optimization with constraint.
Hello.
I have some problems, when I try to model an
optimization problem with some constraints.
The original problem cannot be solved analytically, so
I have to use routines like "Simulated Annealing" or
"Sequential Quadric Programming".
But to see how all this works in R, I would like to
start with some simple problem to get to know the
basics:
The Problem:
min f(x1,x2)=
2012 May 15
6
Curva dosis-respuesta
Buenos dias R-help-es,
Estoy interesado en estimar una curva dosis-respuesta para un conjunto de
datos y para ello, estoy utilizando la libreria "drm". Hasta ahi todo bien.
Me gustaria automatizar algunas cosas y el primer paso para ello es la
estimacion del modelo. Si la estimacion funciona, todo lo demas funciona;
de lo contrario, todo fallara. Tengo algunas lineas que mitigan un
2004 Oct 02
1
constraints in optim?
>
optim(c(1,1),LL,method="SANN",control=list(fnscale=-1),trans=trans,times=times)
$par
[1] 17.422635 -1.606859
How could i constraint that the parameters should be both positive in
my maximizing problem?
I check constrOptim but here i could only constraint the variables trans and
times and not my parameters?
many thanks, regards
Christian