Interface SimplexControlParam

Control for the Simplex. Only some of these (or, indeed none of these) can be provided to Simplex or fitSimplex

Hierarchy

  • SimplexControlParam

Properties

deltaNonZero: number

Multiplicative change for nonzero parameters when constructing the initial simplex, default is 0.05. If a starting point has a nonzero value x for some dimension, then the value will be perturbed to x * (1 + deltaNonZero)

deltaZero: number

Absolute change for zero parameters when constructing the initial simplex, default is 0.001. If a starting point has a zero value x for some dimension then this value will be perturbed to deltaZero

errorOnFailure: boolean

Should we raise an error if the target function fails? If true then any error in the target function is propagated out from the solver, while if false then failure in the target function is converted into a return value of -Infinity (this is the default behaviour). The default behaviour is designed for use for functions where some parameters may not make sense, and can be used to implement bounded optimisation by raising an error if the parameters are unsuitable.

tolerance: number

Tolerance used in the convergence heuristics. Default is 1e-5. Setting this value too small is likely to result in issues with floating point arithmetic, or very slow convergence in the final steps.

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