[R] optim(method="SANN")

Adrian Trapletti 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 
> only
> 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
> solution?

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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