SPOT (version 2.11.10)

optimLBFGSB: Minimization by L-BFGS-B

Description

For minimization, this function uses the "L-BFGS-B" method from the optim function, which is part of the codestats package. It is basically a wrapper, to enable L-BFGS-B for usage in SPOT.

Usage

optimLBFGSB(x = NULL, fun, lower, upper, control = list(), ...)

Arguments

x

optional matrix of points. Only first point (row) is used as startpoint.

fun

objective function, which receives a matrix x and returns observations y

lower

boundary of the search space

upper

boundary of the search space

control

list of control parameters

funEvals

Budget, number of function evaluations allowed. Default is 100.

All other control parameters accepted by the optim function can be used, too, and are passed to optim.

...

passed to fun

Value

list, with elements

x

NA, not used

y

NA, not used

xbest

best solution

ybest

best observation

count

number of evaluations of fun (estimated from the more complicated "counts" variable returned by optim)

message

termination message returned by optim

Examples

# NOT RUN {
res <- optimLBFGSB(,fun = funSphere,lower = c(-10,-20),upper=c(20,8))
res$ybest
# }