Projection plot test.

Given the objective function of an optimization problem and a potential solution, calculates "projection plots" along each coordinate of the solution vector, with all other coordinates being fixed at the input values.

optim_proj(
  xsol,
  fun,
  maximize = TRUE,
  xrng = 0.1,
  npts = 100,
  plot = TRUE,
  ...
)

Arguments

xsol: Potential solution vector of length nx.
fun: Objective function to be maximized (or minimized), with first argument the length-nx parameter vector over which optimization is to take place. Should return a scalar result.
maximize: Logical, whether a maximum or a minimum of the objective function is sought.
xrng: Optional specification of the range of each projection plot. Can be: (i) a 2 x nx matrix giving the endpoints of the range, (ii) a scalar or vector of length nx, such that the range in each plot is theta +/- xrange * abs(theta).
npts: Number of points in each projection plot.
plot: Logical, whether or not to display the projection plots or just return their contents.
...: Further arguments to pass to the plot method (see plot.optproj()).

Value

An object of class optproj inheriting from optcheck (returned invisibly if plot = TRUE, with elements:

xsol: The potential solution.
ysol: The value of fun(xsol).
maximize: Logical indicating whether the potential solution should maximize or minimize the objective function.
xproj: An npts x nx matrix where each column is the x-axis of the projection plot along the given component of theta.
yproj: An npts x nx matrix where each column is the y-axis of the corresponding projection plot.

Arguments

Value

See also