smco-package(smco)
smco-package()所属R语言包:smco
A simple Monte Carlo optimizer using adaptive coordinate sampling
一个简单的蒙特卡洛优化利用自适应坐标采样
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This package introduces a novel approach to optimize non-linear complex functions based on three simple ideas: first, the thus sampling of each component of the solution vector, one at a time, based on a truncated normal distribution; second, the evolution of the standard deviation of the sampling distribution in each iteration, as a mechanism of self-adaptation; and third, the restart of the algorithm for escaping of local optima.
这个软件包介绍一种新颖的方法,以优化非线性复杂的功能,基于三个简单的想法:首先,这样的解向量的各成分进行采样,一次一个基于截短的正态分布;第二,演化的在每次迭代的抽样分布的标准差,自我适应的机制;第三,重新启动逃离局部最优的算法。
Details
详细信息----------Details----------
</table> Unique function:
</ TABLE>独特的功能:
</table>
</ TABLE>
(作者)----------Author(s)----------
Prof. Juan D. Velasquez, Ph.D.<br>
Grupo de Computacion Aplicada<br>
Univesidad Nacional de Colombia<br>
jdvelasq@unal.edu.co<br>
参考文献----------References----------
Velasquez, J. D. (2011). A Simple Monte Carlo optimizer based on Adaptive Coordinate Sampling. Submitted to Operation Research Letters.
实例----------Examples----------
SphereModel.fcn <-
function( x ) {
return(sum(x ^ 2))
}
f = SphereModel.fcn;
ndim = 10;
LB = rep( -600.000, ndim);
UB = rep( 600.000, ndim);
maxiter = 100;
s = smco(par = NULL, fn = SphereModel.fcn, N = ndim, LB = LB,
UB = UB, maxiter = maxiter, Co = 0.01, Cmin = 0.0001,
Cmax = 0.5, trc = TRUE, lambda = 20,
useBFGS = TRUE, control = list(maxit = 10))
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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