Hi David, I apologize for the lack of documentation. I added it quickly and didn't have adequate time to document it.
The function below works with the objective function in the "Large-scale portfolio optimization with DEoptim" vignette. Also, I just committed the full example (pkg/DEoptim/sandbox/slimLargeN_map.R) to the DEoptim repository on R-forge: https://r-forge.r-project.org/projects/deoptim/ mappingFun <- function(x) { x[which(order(x) < 6)] <- 0 x <- round(x,2) # produce some dups x/sum(x) } set.seed(1234) out <- DEoptim(fn=obj, lower=lower, upper=upper, control=controlDE, fnMap=mappingFun) Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com On Fri, Jun 15, 2012 at 3:24 AM, David-Michael Lincke <dlin...@lincke.com> wrote: > Function DEoptim in package DEoptim for differential evolution defines an > optional parameter fnMap: > > fnMap > > "an optional function that will be run after each population is created, but > before the population is passed to the objective function. This allows the > user to impose integer/cardinality constriants." > > Unfortunately, there is no further documentation decribing the kind of > parameters being passed to this function on invocation or the structure of > the return value expected. I would very much appreciate it if somebody > familiar with this package could provide an example illustrating how this > interface is meant to be used to enforce cardinality constraints. > > Thanks, > David > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
