sa.tabu.helper: Tabu Search to Optimize Functions of Continuous Variables

Description

A helper function that implements the main logic of tabu search to optimize objective functions in continuous domains.

Usage

sa.tabu.helper(
  n.var,
  f,
  maximum = FALSE,
  max.len = 1,
  max.tabu.size = 5,
  neigh.size = NULL,
  max.iter = NULL,
  max.iter.obj = NULL,
  range = c(-1, 1),
  r = 1e-05,
  verbose = TRUE
)

Value

A list with three components: best.param (vector): the best set of parameters found; best.obj (scalar): the value of obj.fun corresponding to best.param; and model.history: the histry of model results.

Arguments

n.var: The dimension of search space.
f: The objective function to be optimized.
maximum: Logical. Maximize the objective function if TRUE, minimize the objective function if FALSE.
max.len: The length of the largest hypercube.
max.tabu.size: The maximum size of the tabu list.
neigh.size: The number of neighbors to search for in each iteration.
max.iter: The maximum number of iterations.
max.iter.obj: The maximum number of successive iterations without any improvement of the objective function value.
range: The range for the parameter space in the tabu search.
r: Radius of a tabu ball.
verbose: Logical. Print the current best and overall best objective functions if TRUE, no printing if FALSE.

References

P., & Berthiau, G. (1997). Fitting of tabu search to optimize functions of continuous variables. International journal for numerical methods in engineering, 40(13), 2449-2457.