Multiple Random Restarts

Runs a solver from multiple starting points and returns the best result. Essential for problems with multiple local optima.

Usage

with_restarts(solver, n, sampler, max_reject = 100L)

Arguments

solver

A solver function

n

Number of restarts (including the provided theta0)

sampler

Function that generates random starting points. Called with no arguments, should return a parameter vector. Samples are automatically constrained using problem$constraint.

max_reject

Maximum rejection attempts per sample before projection

Value

A new solver function with restart capability

Details

The sampler generates candidate starting points, which are automatically filtered/projected using the problem's constraint. This means samplers can be simple distributions without constraint awareness.

Examples

# 20 random restarts - constraint applied automatically from problem
sampler <- uniform_sampler(c(-10, 0), c(10, 5))
strategy <- with_restarts(gradient_ascent(), n = 20, sampler = sampler)

# Can also compose with other operators
strategy <- with_restarts(gradient_ascent(), n = 10, sampler = sampler) %>>%
  newton_raphson()