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Algorithm Packages

Source: R/document_algorithm.R
algorithm.Rd

The package supports the following eight optimization packages for finding the optimal values of the model's free parameters. Note that if you use "NLOPT", you must consult its official documentation to input a specific algorithm name. If no local search algorithm is specified, the default local search method used will be "NLOPT_LN_BOBYQA".

Class

algorithm [Character]

Packages

  1. L-BFGS-B (from stats::optim)

  2. Simulated Annealing (GenSA::GenSA)

  3. Genetic Algorithm (GA::ga)

  4. Differential Evolution (DEoptim::DEoptim)

  5. Bayesian Optimization (mlrMBO::mbo)

  6. Particle Swarm Optimization (pso::psoptim)

  7. Covariance Matrix Adapting Evolutionary Strategy (cmaes::cma_es)

  8. Nonlinear Optimization (nloptr::nloptr)

Example

 # supported algorithms
 algorithm = "L-BFGS-B"
 algorithm = "GenSA"
 algorithm = "GA"
 algorithm = "DEoptim"
 algorithm = "Bayesian"
 algorithm = "PSO"
 algorithm = "CMA-ES"
 algorithm = "NLOPT_GN_MLSL"