Displaying 2 results from an estimated 2 matches for "gruelling".
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grueling
2012 Feb 10
3
Schwefel Function Optimization
All,
I am looking for an optimization library that does well on something as chaotic as the Schwefel function:
schwefel <- function(x) sum(-x * sin(sqrt(abs(x))))
With these guys, not much luck:
> optim(c(1,1), schwefel)$value
[1] -7.890603
> optim(c(1,1), schwefel, method="SANN", control=list(maxit=10000))$value
[1] -28.02825
> optim(c(1,1), schwefel, lower=c(-500,-500),
2012 Feb 10
3
Schwefel Function Optimization
All,
I am looking for an optimization library that does well on something as chaotic as the Schwefel function:
schwefel <- function(x) sum(-x * sin(sqrt(abs(x))))
With these guys, not much luck:
> optim(c(1,1), schwefel)$value
[1] -7.890603
> optim(c(1,1), schwefel, method="SANN", control=list(maxit=10000))$value
[1] -28.02825
> optim(c(1,1), schwefel, lower=c(-500,-500),