Optimizing a simple 2D parabolaΒΆ

In this example, we will use Optunity in R to maximize a very simple function, namely a two-dimensional parabola.

More specifically, the objective function is \(f(x, y) = -x^2 - y^2\).

The full code in R:


f   <- function(x,y) -x^2 - y^2
opt <- particle_swarm(f, x=c(-5, 5), y=c(-5, 5) )

In this simple example we used particle swarms optimization with default settings (number of particles 5, number of generations 10).

An example with 10 particles and 15 generations:

opt <- particle_swarm(f, x=c(-5, 5), y=c(-5, 5), num_particles=10, num_generations=15)

In addition to particle_swarm the R interface has grid_search, random_search, nelder_mead. For examples with them use R’s internal help, e.g. ?random_search.