search for: tsann

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2009 Oct 20
1
Buglet in optim() SANN
...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) } xx<-rep(pi,10) test<-optim(xx,genrose.f,method="SANN",control=list(maxit=1000,trace=1)) print(test) Output is: > source("tsann.R") sann objective function values initial value 40781.805639 iter 999 value 29.969529 final value 29.969529 sann stopped after 999 iterations $par [1] 1.0135254 0.9886862 1.1348609 1.0798927 1.0327997 1.1087146 1.1642130 [8] 1.3038754 1.8628391 3.7569285 $value [1] 29....