Re: [R] Increasing precision of rgenoud solutions

From: Jasjeet Singh Sekhon <sekhon_at_berkeley.edu>
Date: Thu, 10 May 2007 10:54:32 -0700

Hi Paul,

Solution.tolerance is the right way to increase precision. In your example, extra precision *is* being obtained, but it is just not displayed because the number of digits which get printed is controlled by the options("digits") variable. But the requested solution precision is in the object returned by genoud().

For example, if I run

a <- genoud(myfunc, nvars=2,

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

I get

> a$par
[1] 0.7062930 0.7079196

But if I set options("digits"=12), and without rerunning anything I check a$par again, I observe that:

> a$par
[1] 0.706293049455 0.707919577559

Cheers,
Jas.


Jasjeet S. Sekhon                     
                                      
Associate Professor             
Survey Research Center          
UC Berkeley                     

http://sekhon.berkeley.edu/
V: 510-642-9974 F: 617-507-5524


Paul Smith writes:
> 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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