BBmisc (version 1.10)

optimizeSubInts: Naive multi-start version of optimize for global optimization.

Description

The univariate optimize can stop at arbitrarily bad points when f is not unimodal. This functions mitigates this effect in a very naive way: interval is subdivided into nsub equally sized subintervals, optimize is run on all of them (and on the original big interval) and the best obtained point is returned.

Usage

optimizeSubInts(f, interval, ..., lower = min(interval), upper = max(interval), maximum = FALSE, tol = .Machine$double.eps^0.25, nsub = 50L)

Arguments

f
interval
...
lower
upper
maximum
tol
nsub
[integer(1)] Number of subintervals. A value of 1 implies normal optimize behavior. Default is 50L.

Value

See optimize.