a.trapletti at bluewin.ch
Tue Jun 1 09:32:47 CEST 2004
> Hello List
> I'm working on a combinatoric problem in which the object is to
> minimize the badness() of a vector. I think this class of problem is
> soluble by optim() using method=SANN.
> The badness() of anything is >= 0, and when I've found a solution with
> zero badness, I want optim() to stop (carrying on beyond zero badness
> cannot improve the solution). Efficiency is crucial here.
> The ?optim manpage states
> For '"SANN"' 'maxit' gives the total number of function
> evaluations. There is no other stopping criterion.
> How best to make optim() stop as soon as it finds a zero badness
method=SANN does currently not support an absolute convergence
tolerance. However, it should be straightforward to extend it towards
supporting other stopping criteria.
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