Package 'mixopt'

Title: Mixed Variable Optimization
Description: Mixed variable optimization for non-linear functions. Can optimize function whose inputs are a combination of continuous, ordered, and unordered variables.
Authors: Collin Erickson [aut, cre]
Maintainer: Collin Erickson <[email protected]>
License: LGPL (>= 3)
Version: 0.1.3.9000
Built: 2025-02-15 04:09:57 UTC
Source: https://github.com/collinerickson/mixopt

Help Index

Index mixopt_list

Description

Avoid standard list indexing which returns list for single index.

Usage

## S3 method for class 'mixopt_list'
x[i, value]

Arguments

x

x
i

i
value

value

Value

value at index

Examples

a <- list(1,4,'c', 'g')
class(a) <- "mixopt_list"
a
a[3]
a[2:3]
a[-(2:3)]
as.data.frame(a)

b <- as.mixopt_list(c(1,2,3,4,5))
sum(b)
b^2
b+b
b-b
b*b
b/b
c(b)
c(b, b)
c(b, 1)
c(1, b)
c(a, b, a)
c_mixopt_list(0, 1, 2, 3, 4, a, 5, 6, 7, 8, b, 9)
c_mixopt_list(NULL, 3, NULL, a, NULL, 66666, NULL, b)

Coerce to a mixopt_list

Description

Coerce to a mixopt_list

Usage

as.mixopt_list(x, simplifyifpossible = FALSE)

Arguments

x

Object
simplifyifpossible

If possible, should the class be simplified to numeric or character?

Value

Object of class mixopt_list

Combines mixopt_list objects

Description

Combines mixopt_list objects

Usage

c_mixopt_list(x, ...)

Arguments

x

Object
...

Additional objects

Value

A combined mixopt_list

Examples

c_mixopt_list(NULL, as.mixopt_list(1:5), NULL, as.mixopt_list(letters[1:5]))
c_mixopt_list(as.mixopt_list(1:3), NULL)

Optimize over array using line search

Description

Optimize over array using line search

Usage

full_index_line_search(
  f,
  xarray,
  startind,
  plot = "none",
  ystart = NULL,
  verbose = 0
)

Arguments

f

Function
xarray

Array of values
startind

Starting index
plot

Should plots be made?
ystart

Value of f when evaluated on element of xarray at index startind, aka f(xarray[startind])
verbose

Level of info to print

Value

List

Examples

full_index_line_search(function(x) {(x-50)^2}, 3:12, 5)
full_index_line_search(function(x) {(x-50)^2}, 3, 1)
full_index_line_search(function(x) {(x-50)^2}, 3:4, 1)
full_index_line_search(function(x) {(x-50)^2}, 3:5, 1)
full_index_line_search(function(x) {(x+50)^2}, 3, 1)
full_index_line_search(function(x) {(x+50)^2}, 3:4, 1)
full_index_line_search(function(x) {(x+50)^2}, 3:5, 1)
full_index_line_search(function(x) {(x-50)^2}, 12:3, 8)
full_index_line_search(function(x) {(x-50)^2}, 0:1000, 8)
full_index_line_search(function(x) {(x-50)^2}, 0:1000, 999)
full_index_line_search(function(x) {sin(x/30)}, 0:1000, 999)

Line search over indexed array in one direction

Description

Line search over indexed array in one direction

Usage

index_line_search(f, xarray, y1 = NULL, plot = "none", verbose = 0)

Arguments

f

f
xarray

xarray
y1

y1
plot

plot
verbose

Level to print

Value

List

Examples

index_line_search(function(x) {(x-100)^2}, 1:290)
index_line_search(function(x) {(-x-100)^2}, -(1:290)^.92, plot="ind")
index_line_search(function(x) {(-x-100)^2}, -(1:290)^.92, plot="x")
xx <- sort(runif(1e2, -250, -30))
index_line_search(function(x) {(-x-100)^2}, xx, plot="ind")
index_line_search(function(x) {(-x-100)^2}, xx, plot="x")

Checks if object is mixopt_list

Description

Checks if object is mixopt_list

Usage

is.mixopt_list(x)

Arguments

x

Object

Value

TRUE if x has class "mixopt_list"

Mixed variable optimization using coordinate descent

Description

Mixed variable optimization using coordinate descent

Usage

mixopt(
  par,
  fn,
  gr = NULL,
  global = "multistart",
  local = "coorddesc",
  ...,
  method,
  verbose = 0,
  track
)

mixopt_blockcd(
  par,
  fn,
  gr = NULL,
  ...,
  control = list(),
  maxblocksize = NULL,
  method,
  fngr = NULL,
  maxiter = 100,
  maxeval = NULL,
  maxtime = NULL,
  verbose = 0,
  track = FALSE
)

mixopt_coorddesc(
  par,
  fn,
  gr = NULL,
  ...,
  method,
  maxiter = 100,
  maxeval = NULL,
  maxtime = NULL,
  verbose = 0,
  track = FALSE
)

mixopt_multistart(
  par,
  fn,
  gr = NULL,
  ...,
  method,
  fngr = NULL,
  n0 = 20,
  n1 = 2,
  maxiter = 100,
  maxeval = NULL,
  verbose = 0,
  groupeval = FALSE,
  track = FALSE
)

Arguments

par

List of parameters
fn

Function to evaluate
gr

Gradient of fn
global

Global optimization algorithm to use. 'FALSE' if you only want local optimization.
local

Local optimization algorithm to use.
...

Additional args
method

Optimization method
verbose

How much to print. 0 is none, 1 is standard, 2 is some, 3 is a lot, etc.
track

Should it track the parameters evaluated and value?
control

Parameters for optimizing.
maxblocksize

The maximum number of continuous dimensions that should be placed into a single block.
fngr

Function that returns the function and gradient value for the given input as a list with names "fn" and "gr".
maxiter

Maximum number of outer iterations. For coordinate descent, one iteration is a loop over each parameter.
maxeval

Maximum number of function evaluations. It may go over this number while in an inner optimization loop, but will exit after that.
maxtime

Maximum time to run in seconds. Not an exact limit, only checks occasionally.
n0

For multistart, number of random initial points to evaluate.
n1

For multistart, number of best starts to optimize with. You should have 'n0' less than 'n1', potentially by a large factor. gradient descent.
groupeval

Can multiple inputs be evaluated at once? This can speed up greatly for certain circumstances. Use "matrix" to have it give a set of points as rows of a matrix to all be evaluated at once.

Value

List

References

https://en.wikipedia.org/wiki/Coordinate_descent

https://en.wikipedia.org/wiki/Coordinate_descent

https://www.uv.es/rmarti/paper/docs/multi2.pdf

Examples

# Simple 1D example
mixopt_blockcd(par=list(mopar_cts(2,8)), fn=function(x) {(4.5-x[1])^2})
# With gradient (isn't faster)
mixopt_blockcd(par=list(mopar_cts(2,8)), fn=function(x) {(4.5-x[1])^2},
               gr=function(x) {-2*(4.5-x[1])})

# 1D discrete ordered
mixopt_blockcd(par=list(mopar_ordered(100:10000)),
                 fn=function(x) {(x[1] - 500.3)^2})

# 2D: one continuous, one factor
mixopt_blockcd(par=list(mopar_cts(2,8), mopar_unordered(letters[1:6])),
                 fn=function(x) {ifelse(x[2] == 'b', -1, 0) +
                                 (4.5-x[1])^2})
# Simple 1D example
mixopt_coorddesc(par=list(mopar_cts(2,8)), fn=function(x) {(4.5-x[1])^2})

# 1D discrete ordered
mixopt_coorddesc(par=list(mopar_ordered(100:10000)),
                 fn=function(x) {(x[1] - 500.3)^2})

# 2D: one continuous, one factor
mixopt_coorddesc(par=list(mopar_cts(2,8), mopar_unordered(letters[1:6])),
                 fn=function(x) {ifelse(x[2] == 'b', -1, 0) +
                                 (4.5-x[1])^2})
# 2D
library(ggplot2)
library(dplyr)
f6 <- function(x) {-(-x[1]*.5*sin(.5*x[1])*1 - 1e-2*x[2]^2 +
                       .2*x[1] - .3*x[2])}

if (requireNamespace("ContourFunctions", quietly = TRUE)) {
  ContourFunctions::cf_func(f6, xlim=c(0,100), ylim=c(-100,100))
}
m6 <- mixopt_coorddesc(par=list(mopar_cts(0,100), mopar_cts(-100,100)),
                       fn=f6, track = TRUE)
plot_track(m6)
ms6 <- mixopt_multistart(par=list(mopar_cts(0,100), mopar_cts(-100,100)),
                         fn=f6, track = TRUE)
plot_track(ms6)
if (requireNamespace("ContourFunctions", quietly = TRUE)) {
  ContourFunctions::cf_func(f6, xlim=c(0,100), ylim=c(-100,100),
                            gg = TRUE) +
    geom_point(data=as.data.frame(matrix(unlist(ms6$track$par),
                                         ncol=2, byrow=TRUE)) %>%
                 bind_cols(newbest=ms6$track$newbest),
               aes(V1, V2, color=newbest), alpha=.5)
}

Continuous variable

Description

Continuous variable

Usage

mopar_cts(lower, upper, start = NULL)

Arguments

lower

Lower
upper

Upper
start

Start. Defaults to midpoint if not given.

Value

mixopt_par list

Examples

mopar_cts(2,8)
mopar_cts(2,8,7)

Ordered variable parameter

Description

Ordered variable parameter

Usage

mopar_ordered(values, start = NULL)

Arguments

values

Values the parameter can take, in order
start

Start parameter for optimization

Value

mixopt_par list

Examples

mopar_ordered(c(1,3,5))
mopar_ordered(c('a','c'))
mopar_ordered(1:4)
mopar_ordered(4:1)
mopar_ordered(list('a', 2, 'c', sin))

Unordered factor parameter

Description

Unordered factor parameter

Usage

mopar_unordered(values, start = NULL)

Arguments

values

Values the variable can take
start

Start value. Chosen randomly if not given.

Value

mixopt_par list

Examples

mopar_unordered(c(1,3,9))
mopar_unordered(letters)

Plot the tracked parameters from an optimization

Description

Plot the tracked parameters from an optimization

Usage

plot_track(out)

Arguments

out

Output from mixopt

Value

Plot

Examples

f8 <- function(x) {-(x[[1]]+x[[2]]) + .1*(x[[1]] - x[[2]])^2}
if (requireNamespace("ContourFunctions", quietly = TRUE)) {
  ContourFunctions::cf_func(f8, xlim=c(0,100), ylim=c(0,100))
}
m8 <- mixopt_coorddesc(par=list(mopar_ordered(0:100), mopar_ordered(0:100)),
                       fn=f8, track = TRUE)
plot_track(m8)

library(ggplot2)
library(dplyr)
if (requireNamespace("ContourFunctions", quietly = TRUE)) {
  ContourFunctions::cf_func(f8, xlim=c(0,100), ylim=c(0,100),
                            gg = TRUE) +
    geom_point(data=as.data.frame(matrix(unlist(m8$track$par),
                                  ncol=2, byrow=TRUE)) %>%
                      bind_cols(newbest=m8$track$newbest),
               aes(V1, V2, color=newbest))
}

Verify parameters

Description

Verify parameters

Usage

verify_par(par)

Arguments

par

List of parameters

Value

Nothing, raises error if not valid

Examples

verify_par(
  list(
    mopar_cts(2, 8, 6)
  )
)