Re: [R] Schwefel Function Optimization

2012-02-11 Thread Hans W Borchers
Vartanian, Ara indiana.edu> writes: > All, > > I am looking for an optimization library that does well on something as > chaotic as the Schwefel function: > > schwefel <- function(x) sum(-x * sin(sqrt(abs(x > > With these guys, not much luck: > > > optim(c(1,1), schwefel)$value > [1] -7.

[R] Schwefel Function Optimization

2012-02-10 Thread Vartanian, Ara
All, I am looking for an optimization library that does well on something as chaotic as the Schwefel function: schwefel <- function(x) sum(-x * sin(sqrt(abs(x With these guys, not much luck: > optim(c(1,1), schwefel)$value [1] -7.890603 > optim(c(1,1), schwefel, method="SANN", control=list