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:
library(optunity)
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.