[R] Increasing precision of rgenoud solutions

From: Paul Smith <phhs80_at_gmail.com>
Date: Wed, 09 May 2007 11:11:49 +0100


Dear All

I am using rgenoud to solve the following maximization problem:

myfunc <- function(x) {
  x1 <- x[1]
  x2 <- x[2]
  if (x1^2+x2^2 > 1)
    return(-9999999)
  else x1+x2
}

genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.000001)

How can one increase the precision of the solution

$par
[1] 0.7072442 0.7069694

?

I have tried solution.tolerance but without a significant improvement.

Any ideas?

Thanks in advance,

Paul



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