Displaying 1 result from an estimated 1 matches for "optim_bfg".
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optim_bfgs
2023 Aug 13
4
Noisy objective functions
...noise functions we get for instance the following results:
(Starting point is always `rep(0.1, 5)`, maximal number of iterations 5000,
relative tolerance 1e-12, and the optimization is successful if the
function value at the minimum is below 1e-06.)
k nmk anms neldermead ucminf optim_BFGS
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1 0.21 0.32 0.13 0.00 0.00
3 0.52 0.63 0.50 0.00 0.00
10 0.81 0.91 0.87 0.00 0.00
Solvers: nmk = dfoptim::nmk, anms = pracma::anms [both Nelder-Mead...