sequentialGridSearch function

Optimize a function returning a single numeric value subject to a boolean constraint Utilizes a naive recursive grid search.

sequentialGridSearch(f, constraint, bounds, nEach = 40, shrink = 10,
  tol = .Machine$double.eps^0.5, verbose = FALSE, ...)

Arguments

• f: Function to be minimized: takes a single numeric value and returns a single numeric value.
• constraint: Function of a single variable returning a single boolean value (must be TRUE to be at the optimum).
• bounds: A numeric vector of length two which are the upper and lower bounds of the input to try.
• nEach: Number of points n each round of grid searching to use.
• shrink: Factor indicating how much (1/shrink) to narrow the search width by each round; highly recommended that shrink is at least half the size of nEach.
• tol: The tolerance (epsilon).
• verbose: Whether to display verbose output.
• ...: Arguments to pass along to constraint.

Returns

The optimized input value (numeric).