similar to: Fortune? -- was Re: optim with simulated annealing SANN ...

Hi all I am trying to solve a combinatorial optimization problem. Basically, I can reduce my problem into the next problem: 1.- Given a NxN grid of points, with some values in each cell 2.- Find the combination of K points on the grid such that, the maximum mean value is obtained I took the Travel SalesMan problem example in ?optim documentation. I am not sure if I have understood correctly

On Thu, Sep 20, 2012 at 9:01 AM, David Winsemius <dwinsemius at comcast.net> wrote: (In response to an OP's aplogy for an "awkwardly worded question"): > Awkwardly worded questions will get much better answers if they are accompanied by some test data. Fortune nomination! Cheers, Bert > -- > David Winsemius, MD > Alameda, CA, USA > >

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

Below. -- Bert On Tue, Apr 3, 2012 at 1:47 PM, Danielle Duncan <dlduncan2 at alaska.edu> wrote: > Thanks for the response, I should have clarified that the NOEL is the > smallest dose above which there is a statistically significant effect. > This is not a scientifically meaningful nor defensible definition as it is stochastic, depends on the test used, design, level chosen, etc.

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

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

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

Folks: I thought the following excerpt from Bruce McCullough's post would be a good candidate for the R fortunes package -- except that it's about Excel, not R! So I nominate it... but leave it to others to say whether it's really "qualified" to be nominated. ---- "The idea that the Excel solver "has a good reputation for being fast and accurate" does not

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

Hi, we have some code that does variable selection with a genetic algorithm or simulated annealing, using a linear regression routine or neural network as the objective function. This code is a mixture of fortran and C. The code is more than 15 years old and I am planning to rework it. Though a C rewrite would be good for efficiency, I would like to protoype it quickly in R and see how it

1. Most of the neighbors of a low cost state, x, may have much higher costs; and 2. The problem is highly degenerate in the sense that there are states, x, with a large (sub) neighborhood of equal cost states, S(x) = fy inside N(x) and f(y) = f(x). In this case, even rejecting all the proposals that would take us out of S, would still give us a significant acceptance rate. The best way we found

Hi Bert, I won't post any more messages on this thread as problem has shifted from Optimization in R to Graph Algorithms. Rest fine Khris. On Aug 2, 2012, at 9:13 PM, Bert Gunter [via R] wrote: > This discussion needs to be taken off (this) list, as it appears to > have nothing to do with R. > > -- Bert > > On Thu, Aug 2, 2012 at 2:27 AM, khris <[hidden email]>

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

While working on 'random walk' applications, I got interested in optimizing noisy objective functions. As an (artificial) example, the following is the Rosenbrock function, where Gaussian noise of standard deviation `sd = 0.01` is added to the function value. fn <- function(x) (1+rnorm(1, sd=0.01)) * adagio::fnRosenbrock(x) To smooth out the noise, define another

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

Dear useRs, it's a new year and time for a new CRAN-version of the "fortunes" package. Version 1.3-7 is now online at http://CRAN.R-project.org/package=fortunes which contains the 250th fortune: R> fortune(250) As Obi-Wan Kenobi may have said in Star Wars: "Use the source, Luke!" -- Barry Rowlingson (answering a question on the documentation of some

Dear useRs, it's a new year and time for a new CRAN-version of the "fortunes" package. Version 1.3-7 is now online at http://CRAN.R-project.org/package=fortunes which contains the 250th fortune: R> fortune(250) As Obi-Wan Kenobi may have said in Star Wars: "Use the source, Luke!" -- Barry Rowlingson (answering a question on the documentation of some

Please, I am receiving lot of e-mails that I do not want. Please could you delete my e-mail. Thank, Judit -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Thomas Adams Sent: Monday, December 12, 2011 3:22 PM To: Bert Gunter Cc: r-help at r-project.org Subject: Re: [R] Boxplot of multiple vectors with different lengths Bert,

Folks: Suppose I wish to input a text file with variable length lines and possible whitespace as is and then parse the resulting character vector in R. Each line of text is terminated with "\n" (newline character). Is there any reason to prefer one or the other of: scan (filename, what ="a",sep ="\n") ##or readLines(filename) If it makes a difference, I'm on

I will repost on R-devel. -- Bert On Tue, Jul 17, 2012 at 10:32 AM, Prof Brian Ripley <ripley@stats.ox.ac.uk>wrote: > On 17/07/2012 18:20, Bert Gunter wrote: > >> Folks: >> >> sessionInfo() >> R version 2.15.0 (2012-03-30) >> Platform: i386-pc-mingw32/i386 (32-bit) >> >> locale: >> [1] LC_COLLATE=English_United States.1252 >> [2]