optimsimplex.reflect function

Simplex Reflection

This function returns a new simplex by reflection of the current simplex with respect to the first vertex in the simplex. This move is used in the centered simplex gradient.

optimsimplex.reflect(this = NULL, fun = NULL, data = NULL)

Arguments

• this: An simplex object.

• fun: The function to compute at vertices. The function is expected to have the following input and output arguments:

  myfunction <- function(x, this){
  ...
  return(list(f=f,this=this))
  }

  where x is a row vector and this a user-defined data, i.e. the data

  argument.

• data: A user-defined data passed to the function. If data is provided, it is passed to the callback function both as an input and output argument. data may be used if the function uses some additionnal parameters. It is returned as an output parameter because the function may modify the data while computing the function value. This feature may be used, for example, to count the number of times that the function has been called.

Returns

Return a list with the following elements:

• r: The reflected simplex object.
• data: The updated user-defined data.

Author(s)

Author of Scilab optimsimplex module: Michael Baudin (INRIA - Digiteo)

Author of R adaptation: Sebastien Bihorel (sb.pmlab@gmail.com )

See Also

optimsimplex