uniform.optim {SFDesign} | R Documentation |
Optimize a design based on the wrap-around discrepancy
Description
This function optimizes a design through continuous optimization of the wrap-around discrepancy.
Usage
uniform.optim(D.ini, iteration = 10)
Arguments
D.ini |
the initial design. |
iteration |
number iterations for LBFGS. |
Details
uniform.optim
optimizes a design through continuous optimization of the wrap-around discrepancy (see uniform.crit
) by L-BFGS-B algorithm (Liu and Nocedal 1989).
Value
design |
optimized design. |
D.ini |
initial design. |
References
Liu, D. C., & Nocedal, J. (1989). On the limited memory BFGS method for large scale optimization. Mathematical programming, 45(1), 503-528.
Examples
n = 20
p = 3
D = uniformLHD(n, p)$design
D = uniform.optim(D)$design
[Package SFDesign version 0.1.2 Index]