[R] Increasing precision of rgenoud solutions
Paul Smith
phhs80 at gmail.com
Wed May 9 12:11:49 CEST 2007
Dear All
I am using rgenoud to solve the following maximization problem:
myfunc <- function(x) {
x1 <- x[1]
x2 <- x[2]
if (x1^2+x2^2 > 1)
return(-9999999)
else x1+x2
}
genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.000001)
How can one increase the precision of the solution
$par
[1] 0.7072442 0.7069694
?
I have tried solution.tolerance but without a significant improvement.
Any ideas?
Thanks in advance,
Paul
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