interruption

This function checks if the local search can be interrupted prematurely.

internal

An implementation of the variable neighborhood trust region
algorithm Bierlaire et al. (2009) "A Heuristic for Nonlinear Global
Optimization" <doi:10.1287/ijoc.1090.0343>.

Lennart Oelschläger

vntrs

Variable Neighborhood Trust Region Search

interruption function

<dl><dt>f</dt>
<dd>A function that computes value, gradient, and Hessian of the function to be
optimized and returns them as a named list with elements <code>value</code>,
<code>gradient</code>, and <code>hessian</code>.</dd>
<dt>point</dt>
<dd>The current location of the local search.</dd>
<dt>L</dt>
<dd>A list of identified optima which contains lists with<ul>
<li><code>value</code> and</li>
<li><code>argument</code></li>
</ul>of each identified optimum.</dd>
<dt>minimize</dt>
<dd>If <code>TRUE</code>, <code>f</code> gets minimized. If <code>FALSE</code>, maximized.</dd></dl>

Arguments

Interrupt local search — interruption

<dl>

<dt>f</dt>
<dd>A function that computes value, gradient, and Hessian of the function to be
optimized and returns them as a named list with elements <code>value</code>,
<code>gradient</code>, and <code>hessian</code>.</dd>


<dt>point</dt>
<dd>The current location of the local search.</dd>


<dt>L</dt>
<dd>A list of identified optima which contains lists with<ul>
<li><code>value</code> and</li>
<li><code>argument</code></li>
</ul>of each identified optimum.</dd>


<dt>minimize</dt>
<dd>If <code>TRUE</code>, <code>f</code> gets minimized. If <code>FALSE</code>, maximized.</dd>

</dl>

interruption: Interrupt local search

Description

Usage

Value

Arguments