library(GenSA)
# Try Rastrgin function (The objective function value for global minimum
# is 0 with all components of par are 0.)
Rastrigin <- function(x) {
sum(x^2 - 10 * cos(2 * pi * x)) + 10 * length(x)
}
# Perform the search on a 30 dimensions rastrigin function. Rastrigin
# function with dimension 30 is known as the most
# difficult optimization problem according to "Yao X, Liu Y, Lin G (1999).
# \Evolutionary Programming Made Faster."
# IEEE Transactions on Evolutionary Computation, 3(2), 82-102.
# GenSA will stop after finding the targeted function value 0 with
# absolute tolerance 1e-13
set.seed(1234) # The user can use any seed.
dimension <- 30
global.min <- 0
tol <- 1e-13
lower <- rep(-5.12, dimension)
upper <- rep(5.12, dimension)
out <- GenSA(lower = lower, upper = upper, fn = Rastrigin,
control=list(threshold.stop=global.min+tol,verbose=TRUE))
out[c("value","par","counts")]
# GenSA will stop after running for about 2 seconds
# Note: The time for solving this problem by GenSA may vary
# depending on the computer used.
set.seed(1234) # The user can use any seed.
dimension <- 30
global.min <- 0
tol <- 1e-13
lower <- rep(-5.12, dimension)
upper <- rep(5.12, dimension)
out <- GenSA(lower = lower, upper = upper, fn = Rastrigin,
control=list(max.time=2))
out[c("value","par","counts")]
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