Stochastic minimization

Simple R script to find function minimum using stochastic minimization algorithm for statistic course on AGH UST.

We have implemented three of the following algorithms: - Pure Random Search - Multi-Start (using L-BSGS-B from R optim package) - Genetic Algorithm (using R ecr package)

Script generates multiple plots with data from minimum finding and text output with results.

Usage

Script requires R installed on your machine tohether with following dependencies: - ecr package - smoof package - parallel package - vioplot package

RScript main_test_runner.R

In main_test_runner.R you can change following parameters: - N - number of repeats for each algorithm - dimensions - list of dimensions to test for each function - functions - list of functions to create tested function from smoof package

Results

You can find plots in plots directory. Results are printed on screen after running algorithm. You can find our elaboration in wyniki.Rmd (in Polish).