A Nop object defines a numerical optimization problem.
Nop object
Call object <- Nop$new(f, target, npar, ...) where
f is the objective function,
target are the names of the target arguments,
npar specifies the lengths of the target arguments,
and ... are additional arguments for f.
You can now evaluate the objective function via the $evaluate() method.
Call object$set_optimizer(<optimizer object>), where
<optimizer object> is an object of class optimizer, which can
be created via the {optimizeR} package (please refer to
the package homepage for details).
For example,
optimizeR::Optimizer$new(which = "stats::nlm") defines the
nlm optimizer,
optimizeR::Optimizer$new(which = "stats::optim") defines the
optim optimizer.
Call initialization methods to define starting values for the optimization (the different initialization strategies are illustrated in the package vignettes), for example:
object$initialize_fixed() for fixed initial values,
object$initialize_random() for random initial values,
object$initialize_continue() for initial values based on parameter
estimates from previous optimization runs.
Call object$optimize() for the optimization.
$results returns a tibble of the optimization results,
$optima() lists all identified optima,
$minimum and $maximum return the best minimizer and maximizer
Displaying progress during multiple optimization runs via the
{progressr} package is supported. To get started, run
progressr::handlers(global = TRUE)and see handlers for details.
Parallel computation of multiple optimization runs via the {future}
package is supported. To get started, run one of
future::plan(future::multisession)and see plan for details.
initial_values[list(), read-only]
The currently defined initial values.
Use the initialize_*() methods to add, transform, and reset values.
results[tibble, read-only]
Optimization results with identifiers:
".optimization_label" (identifies the optimization run)
".optimizer_label" (identifies the optimizer)
".direction" (identifies the optimization direction)
".original" (identifies results obtained on the original problem)
The output has an associated autoplot method.
minimum[list(2), read-only]
Best value and parameter across all (original) minimizations.
maximum[list(2), read-only]
Best value and parameter across all (original) maximizations.
npar[integer(), read-only]
The length of each target argument.
verbose[logical(1)]
Print progress and details?
fresh_label[character(1), read-only]
An optimization label that has not been used yet.
new()Creates a new Nop object.
The output has an associated autoplot method.
Nop$new(f, target = NULL, npar, gradient = NULL, hessian = NULL, ...)f[function]
A function to be optimized (the so-called objective function).
It is expected that
f has at least one numeric argument,
the return value of f is of the structure numeric(1).
target[character()]
The argument name(s) that get optimized (the so-called target arguments).
All target arguments must be numeric.
Can be NULL (default), then the first function argument is selected.
npar[integer()]
The length of each target argument, i.e., the length(s) of the
argument(s) specified via target.
gradient[function | NULL]
Optionally a function that returns the gradient of f.
The function call of gradient must be identical to f.
Ignored for optimizers that do not support user-supplied gradient.
hessian[function | NULL]
Optionally a function that returns the Hessian of f.
The function call of hessian must be identical to f.
Ignored for optimizers that do not support user-supplied Hessian.
...Optionally additional function arguments passed to f (and gradient
and hessian, if specified) that are fixed during the optimization.
fixed_argument()Manages fixed arguments for the objective function.
Nop$fixed_argument(action, ...)action[character(1)]
One of:
"set" to set an argument,
"get" to extract an argument value,
"remove" to remove an argument,
"reset" to reset an argument to its original value,
"modify" to modify an argument value.
Note that "set" overrides an argument value, while "modify" preserves
the original value, which can be recovered via "reset".
...Additional parameters depending on action:
named arguments if action = "set" or "modify",
a single argument name if action = "get", "remove", or "reset".
reduce_argument()Reduces a fixed argument for the objective function.
Nop$reduce_argument(
argument_name,
proportion = 0.5,
how = "random",
centers = 2L,
byrow = TRUE,
ignore = integer()
)argument_name[character(1)]
The name of a fixed argument for the objective function.
proportion, how, centers, byrow, ignorePassed on to portion.
standardize_argument()Standardizes a fixed argument for the objective function.
Nop$standardize_argument(
argument_name,
center = TRUE,
scale = TRUE,
byrow = FALSE,
ignore = integer(),
jointly = list()
)argument_name[character(1)]
The name of a fixed argument for the objective function.
center, scale, byrow, ignore, jointlyPassed on to normalize.
...Currently not used.
evaluate()Evaluates the objective function.
Nop$evaluate(
at = rep(0, sum(self$npar)),
.gradient_as_attribute = FALSE,
.hessian_as_attribute = FALSE
)at[numeric()]
The values for the target argument(s), written in a single vector.
Must be of length sum(self$npar).
.gradient_as_attribute, .hessian_as_attribute[logical(1)]
Add gradient and / or Hessian value as attributes?
If gradient and / or Hessian function is not specified, numerical approximation is used.
set_optimizer()Specifies a numerical optimizer.
Nop$set_optimizer(optimizer, optimizer_label = optimizer$label)optimizer[Optimizer]
An Optimizer object, which can be created via
Optimizer.
optimizer_label[character(1)]
A (unique) label for the optimizer.
initialize_fixed()Defines fixed initial values for the optimization.
Nop$initialize_fixed(at)at[integer(self$sum(npar)) | list()]
The fixed initial parameter vector.
It can also be a list of such vectors.
initialize_random()Defines random initial values for the optimization.
Nop$initialize_random(
runs = 1L,
sampler = function() stats::rnorm(sum(self$npar))
)runs[integer(1)]
The number of optimization runs.
sampler[function]
A function without any arguments that returns a numeric
vector of length sum(self$npar).
initialize_grid()Defines a grid of initial values for the optimization.
Nop$initialize_grid(lower = 0, upper = 1, breaks = 3, jitter = FALSE, ...)lower, upper[numeric(1) | numeric(self$sum(npar))]
Lower and upper grid bounds for each parameter dimension.
breaks[integer(1) | integer(self$sum(npar))]
The number of breaks for each parameter dimension.
jitterAdd noise to the grid points for a random grid layout?
...Optional parameters passed to jitter.
initialize_custom()Defines custom initial values for the optimization.
Nop$initialize_custom(at, seconds = rep(0, length(at)), type = "custom")at[list()]
A list of initial parameter vectors.
seconds[numeric(length(at))]
The number of seconds it took to obtain each initial value in at,
which is added to the overall optimization time.
type[character(1)]
The type of the initial values.
initialize_continue()Defines initial values based on results from previous optimizations.
Nop$initialize_continue(optimization_label)optimization_label[character(1)]
Label of optimization runs from which to select.
initialize_filter()Filters initial values from the defined initial values.
Nop$initialize_filter(condition)condition[character(1)]
Defines the condition on which the initial values are filtered, one of:
"gradient_negative for points where the gradient is negative,
"gradient_positive for points where the gradient is negative,
"hessian_negative" for points where the Hessian is negative definite,
"hessian_positive" for points where the Hessian is positive definite.
initialize_promising()Selects promising initial values from the defined initial values.
Nop$initialize_promising(proportion, condition)proportion[numeric(1)]
The proportion of selected from the defined initial values.
condition[character(1)]
Defines the condition on which the initial values are selected, one of:
"value_small" for points where the function value is smallest,
"value_large" for points where the function value is largest,
"gradient_small" for points where the gradient norm is smallest,
"gradient_large" for points where the gradient norm is largest,
"condition_small" for points where the Hessian condition is smallest,
"condition_large" for points where the Hessian condition is largest.
initialize_transform()Transforms the currently defined initial values.
Nop$initialize_transform(transformer = function(x) x)transformer[function()]
A function that receives and returns a numeric() of length
sum(self$npar).
initialize_reset()Resets the currently defined initial values.
Nop$initialize_reset()
optimize()Optimizes the target function.
Nop$optimize(
optimization_label = self$fresh_label,
which_optimizer = "all",
which_direction = "min",
lower = NULL,
upper = NULL,
seconds = Inf,
hide_warnings = TRUE,
reset_initial_afterwards = TRUE
)optimization_label[character(1)]
A label for the optimization to distinguish optimization runs.
Setting a label is useful when using the $initialize_continue() method.
which_optimizer[character() | integer()]
Selects numerical optimizers. Either:
"all" for all specified optimizers,
specific optimizer labels,
specified optimizer ids as defined in the print() output.
which_direction[character()]
Selects the direction of optimization. One or both of:
"min" for minimization,
"max" for maximization.
lower, upper[numeric() | NULL]
Optionally lower and upper parameter bounds.
Ignored for optimizers that do not support parameter bounds.
seconds[numeric(1)]
A time limit in seconds.
Optimization is interrupted prematurely if seconds is exceeded.
Note the limitations documented in setTimeLimit.
hide_warnings[logical(1)]
Hide any warnings during optimization?
reset_initial_afterwards[logical(1)]
Reset the initial values after the optimization?
Supports:
Parallel computation of multiple optimization runs via {future}
Progress messages via {progressr}
optima()Lists all identified optima.
The output has an associated autoplot method.
Nop$optima(
which_direction = "min",
only_original = TRUE,
group_by = NULL,
sort_by_value = FALSE,
digits = getOption("digits", default = 7)
)which_direction[character()]
Selects the direction of optimization. One or both of:
"min" for minimization,
"max" for maximization.
only_original[`logical(1)]
Include only optima obtained on the original problem?
group_by[`character(1)]
Selects how the output is grouped. Either:
NULL to not group,
"optimization" to group by optimization label,
`"optimizer"`` to group by optimizer label.
sort_by_value[`logical(1)]
Sort by value? Else, sort by frequency.
digits[`integer(1)]
The number of decimal places.
deviation()Compute deviations with respect to a reference parameter.
The output has an associated autoplot method.
Nop$deviation(
reference = rep(0, sum(self$npar)),
which_element = "initial",
which_direction = "min",
which_optimizer = "all",
only_original = TRUE,
parameter_labels = paste0("x", seq_len(sum(self$npar)))
)reference[numeric()]
The reference vector of length sum(self$npar).
which_element[`character(1)]
Either
"initial" for deviations with respect to the initial values, or
"parameter" for deviations with respect to the estimated parameters.
which_direction[character()]
Selects the direction of optimization. One or both of:
"min" for minimization,
"max" for maximization.
which_optimizer[character() | integer()]
Selects numerical optimizers. Either:
"all" for all specified optimizers,
specific optimizer labels,
specified optimizer ids as defined in the print() output.
only_original[`logical(1)]
Include only optima obtained on the original problem?
parameter_labels[character()]
Labels for the parameters of length sum(self$npar).
clone()The objects of this class are cloneable with this method.
Nop$clone(deep = FALSE)deepWhether to make a deep clone.
### define objective function, optimizer and initial values
Nop_ackley <- Nop$new(f = TestFunctions::TF_ackley, npar = 2)$
set_optimizer(optimizeR::Optimizer$new(which = "stats::nlm"))$
initialize_random(runs = 20)
### plot function surface and initial values
Nop_ackley |> ggplot2::autoplot()
### minimize objective function
Nop_ackley$optimize(which_direction = "min")
### show optima
Nop_ackley$optima(digits = 0)
### show best value and parameter across all minimizations
Nop_ackley$minimum
Run the code above in your browser using DataLab