Compute coordinate profile extrema with MC
getMaxMinMC(x, f, fprime, coord, d, options = NULL)one dimensional point where the function is to be evaluated
function to be optimized (takes a vector y of dimension d and returns a real number)
derivative of f (same format)
integer selecting the dimension that is fixed, the other ones are optimized over
dimension of the input for f
a list containing the options to be passed to the MC optimizer:
par:contains the starting point (a point in dimension d-1)
numMCsamples: number of MC samples
randstring that chooses the type of randomness in MC: "unif" (uniform in [lower,upper]), "norm" (independent normal with mean 0 and variance 1)
lower: the lower bounds for the optimization domain (see optim for details)
upper:the upper bounds for the optimization domain (see optim for details)
a real value corresponding to \(max_{x_1,\dots, x_{coord-1},x_{coord+1}, \dots, x_d} f(x_1,\dots,x_d)\)