https://github.com/lkwinta/stochastic_minimization
Stochastic minimization project for Statistics course on AGH UST
https://github.com/lkwinta/stochastic_minimization
genetic-algorithm multi-start pure-random-search r stochastic-optimization
Last synced: 11 months ago
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Stochastic minimization project for Statistics course on AGH UST
- Host: GitHub
- URL: https://github.com/lkwinta/stochastic_minimization
- Owner: lkwinta
- Created: 2024-01-24T17:33:32.000Z (over 2 years ago)
- Default Branch: master
- Last Pushed: 2024-01-25T17:59:34.000Z (over 2 years ago)
- Last Synced: 2025-04-03T12:16:08.833Z (about 1 year ago)
- Topics: genetic-algorithm, multi-start, pure-random-search, r, stochastic-optimization
- Language: R
- Homepage:
- Size: 2.38 MB
- Stars: 0
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: Readme.MD
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README
# 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).