SPOT (version 2.11.10)

optimLagp: Interface to minimization based on Gramacy's lagp package

Description

Implements Gramacy's plgp package based optimization using expected improvement. Example from chapter 7 in the surrogate book.

Usage

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

Arguments

x

optional matrix of points to be included in the evaluation

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: 100.

retries

Number of retries for design generation, used by designLHD. Default: 100.

...

passed to fun

Value

list, with elements

x

archive of evaluated solutions

y

archive of observations

xbest

best solution

ybest

best observation

count

number of evaluations of fun

message

success message

Examples

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