sannbox {pomp}  R Documentation 
Simulated annealing with box constraints.
Description
A straightforward implementation of simulated annealing with box constraints.
Usage
sannbox(par, fn, control = list(), ...)
Arguments
par 
Initial values for the parameters to be optimized over. 
fn 
A function to be minimized, with first argument the vector of parameters over which minimization is to take place. It should return a scalar result. 
control 
A named list of control parameters. See ‘Details’. 
... 
ignored. 
Details
The control
argument is a list that can supply any of the following components:
 trace
Nonnegative integer. If positive, tracing information on the progress of the optimization is produced. Higher values may produce more tracing information.
 fnscale
An overall scaling to be applied to the value of
fn
during optimization. If negative, turns the problem into a maximization problem. Optimization is performed onfn(par)/fnscale
. parscale
A vector of scaling values for the parameters. Optimization is performed on
par/parscale
and these should be comparable in the sense that a unit change in any element produces about a unit change in the scaled value. maxit
The total number of function evaluations: there is no other stopping criterion. Defaults to
10000
. temp
starting temperature for the cooling schedule. Defaults to
1
. tmax
number of function evaluations at each temperature. Defaults to
10
. candidate.dist
function to randomly select a new candidate parameter vector. This should be a function with three arguments, the first being the current parameter vector, the second the temperature, and the third the parameter scaling. By default,
candidate.dist
isfunction(par,temp,scale) rnorm(n=length(par),mean=par,sd=scale*temp).
 sched
cooling schedule. A function of a three arguments giving the temperature as a function of iteration number and the control parameters
temp
andtmax
. By default,sched
isfunction(k,temp,tmax) temp/log(((k1)%/%tmax)*tmax+exp(1)).
Alternatively, one can supply a numeric vector of temperatures. This must be of length at least
maxit
. lower,upper
optional numeric vectors. These describe the lower and upper box constraints, respectively. Each can be specified either as a single scalar (common to all parameters) or as a vector of the same length as
par
. By default,lower=Inf
andupper=Inf
, i.e., there are no constraints.
Value
sannbox
returns a list with components:
 counts

twoelement integer vector. The first number gives the number of calls made to
fn
. The second number is provided for compatibility withoptim
and will always be NA.  convergence

provided for compatibility with
optim
; will always be 0.  final.params
last tried value of
par
. final.value
value of
fn
corresponding tofinal.params
. par
best tried value of
par
. value
value of
fn
corresponding topar
.
Author(s)
Daniel Reuman, Aaron A. King
See Also
trajectory matching, probe matching, spectrum matching, nonlinear forecasting.