Really should always look at Task Views
There's optimx package.
JN
On 2019-04-02 10:13 p.m., Pinto, Naiara (334F) via R-help wrote:
> Hi all,
>
> I’m calling optim() and getting correct results, but need help to upscale it.
> I need to call it on a matrix that’s 3000x5000. I know the SANN option is
> slow but I get similar results with all other options. Perhaps there’s
> another package..I also heard about implementing my loss function in the cpp
> core but I’m not sure what this entails. I do have bounds for both
> parameters. My function is below – thank you in advance for your patience and
> suggestions!
>
> rvog = function(x){
> ext = x[1]
> height = x[2]
> ext_linear = ext * log(10)/20 #change units to nepers per
> meter
> inc_radians = myinc *pi/180
> p1 = 2*ext/cos(inc_radians)
> p2 = p1 + 1i*mykz
> #minimize distance to a provided coherence value
> coh = abs(mycoh - ((p1 / p2) * ((exp(p2*height)-1) /
> (exp(p1*height)-1))))
> return (coh)
> }
>
> #ancillary variables
> mykz = kz[i,j]
> myinc = inc
> mycoh = volume
>
> #call optimization function
> myoptim = optim(c(0.05,30), rvog, method = "SANN", control = list(maxit =
> 30000, temp = 2000, trace = FALSE))
>
> ~Naiara.
>
> [[alternative HTML version deleted]]
>
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