library(zoo)
##
## 载入程辑包：'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
evaluate <- function(PARAM, minVal = NA, maxVal = NA, y = 2014,
transform = FALSE, verbose = FALSE,
negative = FALSE, transformOnly = FALSE,
returnData = FALSE, accountParams = NULL){
# Step 1
# Convert and declare parameters if they exist on unbounded (-inf,inf) domain
if( transform | transformOnly ){
PARAM <- minVal +
(maxVal - minVal) * unlist(lapply( PARAM, function(v) (1 + exp(-v))^(-1) ))
if( transformOnly ){
}
}
return(PARAM)
} ## 修改
# Declare bounds and step size for optimization
lowerBound <- c(n1 = 5, nFact = 3, nSharpe = 22, shThresh = 0.05)
upperBound <- c(n1 = 80, nFact = 3, nSharpe = 22, shThresh = 0.95)
stepSize <- c(n1 = 5, nFact = 1, nSharpe = 1, shThresh = 0.05)
pnames <- names(stepSize)
np <- length(pnames)
# Declare list of all test points
POINTS <- list()
for( p in pnames ){
POINTS[[p]] <- seq(lowerBound[[p]], upperBound[[p]], stepSize[[p]])
}
OPTIM <- data.frame(matrix(NA, nrow = prod(unlist(lapply(POINTS, length))),
ncol = np + 1))
names(OPTIM)[1:np] <- names(POINTS)
names(OPTIM)[np+1] <- "obj"
K <- maxIter <- 200
# Vector theta_0
initDelta <- 6
deltaThresh <- 0.05
PARAM <- PARAMNaught <-
c(n1 = 0, nFact = 0, nSharpe = 0, shThresh = 0) - initDelta/2
# bounds
minVal <- c(n1 = 1, nFact = 1, nSharpe = 1, shThresh = 0.01)
maxVal <- c(n1 = 250, nFact = 10, nSharpe = 250, shThresh = .99)
# Optimization parameters
alpha <- 1
gamma <- 2
rho <- .5
sigma <- .5
randomInit <- FALSE
np <- 4 ## 修改
OPTIM <- data.frame(matrix(NA, ncol = np + 1, nrow = maxIter * (2 * np + 2)))
SIMPLEX <- data.frame(matrix(NA, ncol = np + 1, nrow = np + 1))
names(SIMPLEX) <- names(OPTIM) <- c(names(POINTS), "obj") #修改
# Print function for reporting progress in loop
printUpdate <- function(){
cat("Iteration: ", k, "of", K, "\n")
cat("\t\t", paste0(strtrim(names(OPTIM), 6), "\t"), "\n")
cat("Global Best:\t",
paste0(round(unlist(OPTIM[which.min(OPTIM$obj),]),3), "\t"), "\n")
cat("Simplex Best:\t",
paste0(round(unlist(SIMPLEX[which.min(SIMPLEX$obj),]),3), "\t"), "\n")
cat("Simplex Size:\t",
paste0(max(round(simplexSize,3)), "\t"), "\n\n\n")
}
o <- 1
# Initialize SIMPLEX
for( i in 1:(np+1) ) {
SIMPLEX[i,1:np] <- PARAMNaught + initDelta * as.numeric(1:np == (i-1))
SIMPLEX[i,np+1] <- evaluate(SIMPLEX[i,1:np], minVal, maxVal, negative = TRUE,
y = y)
OPTIM[o,] <- SIMPLEX[i,]
o <- o + 1
}
# Optimization loop
for( k in 1:K ){
SIMPLEX <- SIMPLEX[order(SIMPLEX[,np+1]),]
centroid <- colMeans(SIMPLEX[-(np+1),-(np+1)])
cat("Computing Reflection...\n")
reflection <- centroid + alpha * (centroid - SIMPLEX[np+1,-(np+1)])
reflectResult <- evaluate(reflection, minVal, maxVal, negative = TRUE, y = y)
OPTIM[o,] <- c(reflection, obj = reflectResult)
o <- o + 1
if( reflectResult > SIMPLEX[1,np+1] &
reflectResult < SIMPLEX[np, np+1] ){
SIMPLEX[np+1,] <- c(reflection, obj = reflectResult)
} else if( reflectResult < SIMPLEX[1,np+1] ) {
cat("Computing Expansion...\n")
expansion <- centroid + gamma * (reflection - centroid)
expansionResult <- evaluate(expansion,
minVal, maxVal, negative = TRUE, y = y)
OPTIM[o,] <- c(expansion, obj = expansionResult)
o <- o + 1
if( expansionResult < reflectResult ){
SIMPLEX[np+1,] <- c(expansion, obj = expansionResult)
} else {
SIMPLEX[np+1,] <- c(reflection, obj = reflectResult)
}
} else if( reflectResult > SIMPLEX[np, np+1] ) {
cat("Computing Contraction...\n")
contract <- centroid + rho * (SIMPLEX[np+1,-(np+1)] - centroid)
contractResult <- evaluate(contract, minVal, maxVal, negative = TRUE, y = y)
OPTIM[o,] <- c(contract, obj = contractResult)
o <- o + 1
if( contractResult < SIMPLEX[np+1, np+1] ){
SIMPLEX[np+1,] <- c(contract, obj = contractResult)
} else {
cat("Computing Shrink...\n")
for( i in 2:(np+1) ){
SIMPLEX[i,1:np] <- SIMPLEX[1,-(np+1)] +
sigma * (SIMPLEX[i,1:np] - SIMPLEX[1,-(np+1)])
SIMPLEX[i,np+1] <- c(obj = evaluate(SIMPLEX[i,1:np],
minVal, maxVal,
negative = TRUE, y = y))
}
OPTIM[o:(o+np-1),] <- SIMPLEX[2:(np+1),]
o <- o + np
}
}
centroid <- colMeans(SIMPLEX[-(np+1),-(np+1)])
simplexSize <- rowMeans(t(apply(SIMPLEX[,1:np], 1,
function(v) abs(v - centroid))))
if( max(simplexSize) < deltaThresh ){
cat("Size Threshold Breached: Restarting with Random Initiate\n\n")
for( i in 1:(np+1) ) {
SIMPLEX[i,1:np] <- (PARAMNaught * 0) +
runif(n = np, min = -initDelta, max = initDelta)
SIMPLEX[i,np+1] <- evaluate(SIMPLEX[i,1:np],
minVal, maxVal, negative = TRUE, y = y)
OPTIM[o,] <- SIMPLEX[i,]
o <- o + 1
SIMPLEX <- SIMPLEX[order(SIMPLEX[,np+1]),]
centroid <- colMeans(SIMPLEX[-(np+1),-(np+1)])
simplexSize <- rowMeans(t(apply(SIMPLEX[,1:np], 1, function(v) abs(v - centroid))))
}
}
printUpdate()
}
## Computing Reflection...
## Computing Expansion...
## Iteration: 1 of 200
## n1 nFact nSharp shThre obj
## Global Best: -15 1.5 1.5 1.5 -15
## Simplex Best: -15 1.5 1.5 1.5 -15
## Simplex Size: 5.25
##
##
## Computing Reflection...
## Iteration: 2 of 200
## n1 nFact nSharp shThre obj
## Global Best: -15 1.5 1.5 1.5 -15
## Simplex Best: -15 1.5 1.5 1.5 -15
## Simplex Size: 4.031
##
##
## Computing Reflection...
## Iteration: 3 of 200
## n1 nFact nSharp shThre obj
## Global Best: -15 1.5 1.5 1.5 -15
## Simplex Best: -15 1.5 1.5 1.5 -15
## Simplex Size: 3.609
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 4 of 200
## n1 nFact nSharp shThre obj
## Global Best: -23.25 -1.781 3.469 -2.156 -23.25
## Simplex Best: -23.25 -1.781 3.469 -2.156 -23.25
## Simplex Size: 5.391
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 5 of 200
## n1 nFact nSharp shThre obj
## Global Best: -38.438 11.133 8.32 -1.523 -38.438
## Simplex Best: -38.438 11.133 8.32 -1.523 -38.438
## Simplex Size: 10.395
##
##
## Computing Reflection...
## Iteration: 6 of 200
## n1 nFact nSharp shThre obj
## Global Best: -38.438 11.133 8.32 -1.523 -38.438
## Simplex Best: -38.438 11.133 8.32 -1.523 -38.438
## Simplex Size: 7.455
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 7 of 200
## n1 nFact nSharp shThre obj
## Global Best: -60.023 2.599 19.966 6.876 -60.023
## Simplex Best: -60.023 2.599 19.966 6.876 -60.023
## Simplex Size: 13.982
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 8 of 200
## n1 nFact nSharp shThre obj
## Global Best: -87.791 10.173 22.565 2.658 -87.791
## Simplex Best: -87.791 10.173 22.565 2.658 -87.791
## Simplex Size: 17.281
##
##
## Computing Reflection...
## Iteration: 9 of 200
## n1 nFact nSharp shThre obj
## Global Best: -87.791 10.173 22.565 2.658 -87.791
## Simplex Best: -87.791 10.173 22.565 2.658 -87.791
## Simplex Size: 14.096
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 10 of 200
## n1 nFact nSharp shThre obj
## Global Best: -134.662 19.106 50.817 3.564 -134.662
## Simplex Best: -134.662 19.106 50.817 3.564 -134.662
## Simplex Size: 27.013
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 11 of 200
## n1 nFact nSharp shThre obj
## Global Best: -200.643 14.048 70.712 19.122 -200.643
## Simplex Best: -200.643 14.048 70.712 19.122 -200.643
## Simplex Size: 41.36
##
##
## Computing Reflection...
## Iteration: 12 of 200
## n1 nFact nSharp shThre obj
## Global Best: -200.643 14.048 70.712 19.122 -200.643
## Simplex Best: -200.643 14.048 70.712 19.122 -200.643
## Simplex Size: 28.378
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 13 of 200
## n1 nFact nSharp shThre obj
## Global Best: -288.701 19.916 109.557 9.81 -288.701
## Simplex Best: -288.701 19.916 109.557 9.81 -288.701
## Simplex Size: 48.74
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 14 of 200
## n1 nFact nSharp shThre obj
## Global Best: -438.897 39.958 175.916 26.529 -438.897
## Simplex Best: -438.897 39.958 175.916 26.529 -438.897
## Simplex Size: 93.019
##
##
## Computing Reflection...
## Iteration: 15 of 200
## n1 nFact nSharp shThre obj
## Global Best: -438.897 39.958 175.916 26.529 -438.897
## Simplex Best: -438.897 39.958 175.916 26.529 -438.897
## Simplex Size: 63.447
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 16 of 200
## n1 nFact nSharp shThre obj
## Global Best: -625.915 24.414 259.176 43.529 -625.915
## Simplex Best: -625.915 24.414 259.176 43.529 -625.915
## Simplex Size: 110.439
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 17 of 200
## n1 nFact nSharp shThre obj
## Global Best: -934.179 58.762 386.385 43.518 -934.179
## Simplex Best: -934.179 58.762 386.385 43.518 -934.179
## Simplex Size: 186.387
##
##
## Computing Reflection...
## Iteration: 18 of 200
## n1 nFact nSharp shThre obj
## Global Best: -934.179 58.762 386.385 43.518 -934.179
## Simplex Best: -934.179 58.762 386.385 43.518 -934.179
## Simplex Size: 124.507
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 19 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1338.289 72.366 583.461 73.05 -1338.289
## Simplex Best: -1338.289 72.366 583.461 73.05 -1338.289
## Simplex Size: 236.715
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 20 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1989.253 79.798 855.483 113.18 -1989.253
## Simplex Best: -1989.253 79.798 855.483 113.18 -1989.253
## Simplex Size: 392.736
##
##
## Computing Reflection...
## Iteration: 21 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1989.253 79.798 855.483 113.18 -1989.253
## Simplex Best: -1989.253 79.798 855.483 113.18 -1989.253
## Simplex Size: 262.443
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 22 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2822.934 125.688 1240.426 125.798 -2822.934
## Simplex Best: -2822.934 125.688 1240.426 125.798 -2822.934
## Simplex Size: 481.8
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 23 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4219.839 173.181 1869.647 223.575 -4219.839
## Simplex Best: -4219.839 173.181 1869.647 223.575 -4219.839
## Simplex Size: 843.9
##
##
## Computing Reflection...
## Iteration: 24 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4219.839 173.181 1869.647 223.575 -4219.839
## Simplex Best: -4219.839 173.181 1869.647 223.575 -4219.839
## Simplex Size: 567.707
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 25 of 200
## n1 nFact nSharp shThre obj
## Global Best: -5960.743 193.374 2652.393 299.637 -5960.743
## Simplex Best: -5960.743 193.374 2652.393 299.637 -5960.743
## Simplex Size: 1013.883
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 26 of 200
## n1 nFact nSharp shThre obj
## Global Best: -8895.093 338.469 3976.817 417.362 -8895.093
## Simplex Best: -8895.093 338.469 3976.817 417.362 -8895.093
## Simplex Size: 1765.005
##
##
## Computing Reflection...
## Iteration: 27 of 200
## n1 nFact nSharp shThre obj
## Global Best: -8895.093 338.469 3976.817 417.362 -8895.093
## Simplex Best: -8895.093 338.469 3976.817 417.362 -8895.093
## Simplex Size: 1182.949
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 28 of 200
## n1 nFact nSharp shThre obj
## Global Best: -12580.846 419.637 5671.374 623.708 -12580.846
## Simplex Best: -12580.846 419.637 5671.374 623.708 -12580.846
## Simplex Size: 2155.318
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 29 of 200
## n1 nFact nSharp shThre obj
## Global Best: -18734.493 601.808 8425.862 895.23 -18734.493
## Simplex Best: -18734.493 601.808 8425.862 895.23 -18734.493
## Simplex Size: 3695.192
##
##
## Computing Reflection...
## Iteration: 30 of 200
## n1 nFact nSharp shThre obj
## Global Best: -18734.493 601.808 8425.862 895.23 -18734.493
## Simplex Best: -18734.493 601.808 8425.862 895.23 -18734.493
## Simplex Size: 2473.239
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 31 of 200
## n1 nFact nSharp shThre obj
## Global Best: -26473.417 876.66 11974.625 1223.769 -26473.417
## Simplex Best: -26473.417 876.66 11974.625 1223.769 -26473.417
## Simplex Size: 4511.903
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 32 of 200
## n1 nFact nSharp shThre obj
## Global Best: -39458.066 1228.859 17858.596 1892.115 -39458.066
## Simplex Best: -39458.066 1228.859 17858.596 1892.115 -39458.066
## Simplex Size: 7801.649
##
##
## Computing Reflection...
## Iteration: 33 of 200
## n1 nFact nSharp shThre obj
## Global Best: -39458.066 1228.859 17858.596 1892.115 -39458.066
## Simplex Best: -39458.066 1228.859 17858.596 1892.115 -39458.066
## Simplex Size: 5230.27
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 34 of 200
## n1 nFact nSharp shThre obj
## Global Best: -55682.439 1686.209 25228.213 2593.469 -55682.439
## Simplex Best: -55682.439 1686.209 25228.213 2593.469 -55682.439
## Simplex Size: 9461.267
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 35 of 200
## n1 nFact nSharp shThre obj
## Global Best: -83008.905 2581.807 37667.144 3862.846 -83008.905
## Simplex Best: -83008.905 2581.807 37667.144 3862.846 -83008.905
## Simplex Size: 16410.552
##
##
## Computing Reflection...
## Iteration: 36 of 200
## n1 nFact nSharp shThre obj
## Global Best: -83008.905 2581.807 37667.144 3862.846 -83008.905
## Simplex Best: -83008.905 2581.807 37667.144 3862.846 -83008.905
## Simplex Size: 10999.787
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 37 of 200
## n1 nFact nSharp shThre obj
## Global Best: -117150.217 3486.293 53217.845 5503.024 -117150.217
## Simplex Best: -117150.217 3486.293 53217.845 5503.024 -117150.217
## Simplex Size: 19936.638
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 38 of 200
## n1 nFact nSharp shThre obj
## Global Best: -174549.728 5232.662 79280.87 8083.755 -174549.728
## Simplex Best: -174549.728 5232.662 79280.87 8083.755 -174549.728
## Simplex Size: 34451.563
##
##
## Computing Reflection...
## Iteration: 39 of 200
## n1 nFact nSharp shThre obj
## Global Best: -174549.728 5232.662 79280.87 8083.755 -174549.728
## Simplex Best: -174549.728 5232.662 79280.87 8083.755 -174549.728
## Simplex Size: 23079.27
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 40 of 200
## n1 nFact nSharp shThre obj
## Global Best: -246352.132 7386.966 112036.919 11405.686 -246352.132
## Simplex Best: -246352.132 7386.966 112036.919 11405.686 -246352.132
## Simplex Size: 41914.511
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 41 of 200
## n1 nFact nSharp shThre obj
## Global Best: -367067.583 10826.28 166915.055 17066.405 -367067.583
## Simplex Best: -367067.583 10826.28 166915.055 17066.405 -367067.583
## Simplex Size: 72459.103
##
##
## Computing Reflection...
## Iteration: 42 of 200
## n1 nFact nSharp shThre obj
## Global Best: -367067.583 10826.28 166915.055 17066.405 -367067.583
## Simplex Best: -367067.583 10826.28 166915.055 17066.405 -367067.583
## Simplex Size: 48551.732
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 43 of 200
## n1 nFact nSharp shThre obj
## Global Best: -517919.236 15289.277 235595.394 23894.604 -517919.236
## Simplex Best: -517919.236 15289.277 235595.394 23894.604 -517919.236
## Simplex Size: 88038.162
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 44 of 200
## n1 nFact nSharp shThre obj
## Global Best: -771803.802 22794.29 351196.527 35712.559 -771803.802
## Simplex Best: -771803.802 22794.29 351196.527 35712.559 -771803.802
## Simplex Size: 152393.36
##
##
## Computing Reflection...
## Iteration: 45 of 200
## n1 nFact nSharp shThre obj
## Global Best: -771803.802 22794.29 351196.527 35712.559 -771803.802
## Simplex Best: -771803.802 22794.29 351196.527 35712.559 -771803.802
## Simplex Size: 102123.018
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 46 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1088927.418 31862.456 495555.885 50392.562 -1088927.418
## Simplex Best: -1088927.418 31862.456 495555.885 50392.562 -1088927.418
## Simplex Size: 185126.485
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 47 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1622584.583 47674.287 738467.042 74867.832 -1622584.583
## Simplex Best: -1622584.583 47674.287 738467.042 74867.832 -1622584.583
## Simplex Size: 320286.404
##
##
## Computing Reflection...
## Iteration: 48 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1622584.583 47674.287 738467.042 74867.832 -1622584.583
## Simplex Best: -1622584.583 47674.287 738467.042 74867.832 -1622584.583
## Simplex Size: 214605.452
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 49 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2289371.72 67109.574 1042180.03 105755.116 -2289371.72
## Simplex Best: -2289371.72 67109.574 1042180.03 105755.116 -2289371.72
## Simplex Size: 389261.322
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 50 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3411225.139 99737.002 1552788.062 157530.843 -3411225.139
## Simplex Best: -3411225.139 99737.002 1552788.062 157530.843 -3411225.139
## Simplex Size: 673295.645
##
##
## Computing Reflection...
## Iteration: 51 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3411225.139 99737.002 1552788.062 157530.843 -3411225.139
## Simplex Best: -3411225.139 99737.002 1552788.062 157530.843 -3411225.139
## Simplex Size: 451136.724
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 52 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4812848.661 140867.3 2191051.665 221957.549 -4812848.661
## Simplex Best: -4812848.661 140867.3 2191051.665 221957.549 -4812848.661
## Simplex Size: 818179.968
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 53 of 200
## n1 nFact nSharp shThre obj
## Global Best: -7171497.427 209655.736 3264966.445 331057.381 -7171497.427
## Simplex Best: -7171497.427 209655.736 3264966.445 331057.381 -7171497.427
## Simplex Size: 1415597.208
##
##
## Computing Reflection...
## Iteration: 54 of 200
## n1 nFact nSharp shThre obj
## Global Best: -7171497.427 209655.736 3264966.445 331057.381 -7171497.427
## Simplex Best: -7171497.427 209655.736 3264966.445 331057.381 -7171497.427
## Simplex Size: 948549.673
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 55 of 200
## n1 nFact nSharp shThre obj
## Global Best: -10117893.524 295402.74 4606436.214 466850.093 -10117893.524
## Simplex Best: -10117893.524 295402.74 4606436.214 466850.093 -10117893.524
## Simplex Size: 1719975.433
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 56 of 200
## n1 nFact nSharp shThre obj
## Global Best: -15076331.079 440595.114 6864124.767 695405.616 -15076331.079
## Simplex Best: -15076331.079 440595.114 6864124.767 695405.616 -15076331.079
## Simplex Size: 2975862.588
##
##
## Computing Reflection...
## Iteration: 57 of 200
## n1 nFact nSharp shThre obj
## Global Best: -15076331.079 440595.114 6864124.767 695405.616 -15076331.079
## Simplex Best: -15076331.079 440595.114 6864124.767 695405.616 -15076331.079
## Simplex Size: 1994004.376
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 58 of 200
## n1 nFact nSharp shThre obj
## Global Best: -21270580.554 621022.777 9684649.286 981443.907 -21270580.554
## Simplex Best: -21270580.554 621022.777 9684649.286 981443.907 -21270580.554
## Simplex Size: 3616026.062
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 59 of 200
## n1 nFact nSharp shThre obj
## Global Best: -31694169.102 925236.015 14430438.919 1461968.465 -31694169.102
## Simplex Best: -31694169.102 925236.015 14430438.919 1461968.465 -31694169.102
## Simplex Size: 6255772.585
##
##
## Computing Reflection...
## Iteration: 60 of 200
## n1 nFact nSharp shThre obj
## Global Best: -31694169.102 925236.015 14430438.919 1461968.465 -31694169.102
## Simplex Best: -31694169.102 925236.015 14430438.919 1461968.465 -31694169.102
## Simplex Size: 4191695.715
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 61 of 200
## n1 nFact nSharp shThre obj
## Global Best: -44715915.49 1305630.892 20359865.195 2062364.218 -44715915.49
## Simplex Best: -44715915.49 1305630.892 20359865.195 2062364.218 -44715915.49
## Simplex Size: 7601603.804
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 62 of 200
## n1 nFact nSharp shThre obj
## Global Best: -66629101.878 1944636.202 30337325.276 3073594.643 -66629101.878
## Simplex Best: -66629101.878 1944636.202 30337325.276 3073594.643 -66629101.878
## Simplex Size: 13151366.904
##
##
## Computing Reflection...
## Iteration: 63 of 200
## n1 nFact nSharp shThre obj
## Global Best: -66629101.878 1944636.202 30337325.276 3073594.643 -66629101.878
## Simplex Best: -66629101.878 1944636.202 30337325.276 3073594.643 -66629101.878
## Simplex Size: 8812181.812
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 64 of 200
## n1 nFact nSharp shThre obj
## Global Best: -94003408.148 2743370.719 42801483.29 4335592.873 -94003408.148
## Simplex Best: -94003408.148 2743370.719 42801483.29 4335592.873 -94003408.148
## Simplex Size: 15980063.053
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 65 of 200
## n1 nFact nSharp shThre obj
## Global Best: -140070373.032 4088257.497 63777181.419 6460403.405 -140070373.032
## Simplex Best: -140070373.032 4088257.497 63777181.419 6460403.405 -140070373.032
## Simplex Size: 27647400.475
##
##
## Computing Reflection...
## Iteration: 66 of 200
## n1 nFact nSharp shThre obj
## Global Best: -140070373.032 4088257.497 63777181.419 6460403.405 -140070373.032
## Simplex Best: -140070373.032 4088257.497 63777181.419 6460403.405 -140070373.032
## Simplex Size: 18525373.003
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 67 of 200
## n1 nFact nSharp shThre obj
## Global Best: -197617790.607 5766488.44 89980139.641 9115050.801 -197617790.607
## Simplex Best: -197617790.607 5766488.44 89980139.641 9115050.801 -197617790.607
## Simplex Size: 33594217.418
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 68 of 200
## n1 nFact nSharp shThre obj
## Global Best: -294460815.662 8592941.659 134075077.025 13580757.722 -294460815.662
## Simplex Best: -294460815.662 8592941.659 134075077.025 13580757.722 -294460815.662
## Simplex Size: 58120822.345
##
##
## Computing Reflection...
## Iteration: 69 of 200
## n1 nFact nSharp shThre obj
## Global Best: -294460815.662 8592941.659 134075077.025 13580757.722 -294460815.662
## Simplex Best: -294460815.662 8592941.659 134075077.025 13580757.722 -294460815.662
## Simplex Size: 38944213.78
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 70 of 200
## n1 nFact nSharp shThre obj
## Global Best: -415439307.682 12123262.937 189160649.361 19160610.084 -415439307.682
## Simplex Best: -415439307.682 12123262.937 189160649.361 19160610.084 -415439307.682
## Simplex Size: 70623026.53
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 71 of 200
## n1 nFact nSharp shThre obj
## Global Best: -619026170.816 18062672.878 281858885.655 28550722.812 -619026170.816
## Simplex Best: -619026170.816 18062672.878 281858885.655 28550722.812 -619026170.816
## Simplex Size: 122183706.135
##
##
## Computing Reflection...
## Iteration: 72 of 200
## n1 nFact nSharp shThre obj
## Global Best: -619026170.816 18062672.878 281858885.655 28550722.812 -619026170.816
## Simplex Best: -619026170.816 18062672.878 281858885.655 28550722.812 -619026170.816
## Simplex Size: 81870019.718
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 73 of 200
## n1 nFact nSharp shThre obj
## Global Best: -873350361.572 25484173.29 397660077.709 40279013.233 -873350361.572
## Simplex Best: -873350361.572 25484173.29 397660077.709 40279013.233 -873350361.572
## Simplex Size: 148465334.489
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 74 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1301338506.791 37972495.281 592535604.764 60019097.868 -1301338506.791
## Simplex Best: -1301338506.791 37972495.281 592535604.764 60019097.868 -1301338506.791
## Simplex Size: 256859352.106
##
##
## Computing Reflection...
## Iteration: 75 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1301338506.791 37972495.281 592535604.764 60019097.868 -1301338506.791
## Simplex Best: -1301338506.791 37972495.281 592535604.764 60019097.868 -1301338506.791
## Simplex Size: 172110484.941
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 76 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1835987045.843 53570918.926 835976128.702 84677464.206 -1835987045.843
## Simplex Best: -1835987045.843 53570918.926 835976128.702 84677464.206 -1835987045.843
## Simplex Size: 312109046.764
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 77 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2735717381.985 79825549.091 1245649087.733 126172017.868 -2735717381.985
## Simplex Best: -2735717381.985 79825549.091 1245649087.733 126172017.868 -2735717381.985
## Simplex Size: 539977597.419
##
##
## Computing Reflection...
## Iteration: 78 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2735717381.985 79825549.091 1245649087.733 126172017.868 -2735717381.985
## Simplex Best: -2735717381.985 79825549.091 1245649087.733 126172017.868 -2735717381.985
## Simplex Size: 361815696.74
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 79 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3859674489.683 112619844.586 1757420197.464 178010698.15 -3859674489.683
## Simplex Best: -3859674489.683 112619844.586 1757420197.464 178010698.15 -3859674489.683
## Simplex Size: 656126921.678
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 80 of 200
## n1 nFact nSharp shThre obj
## Global Best: -5751116897.836 167807577.273 2618647100.896 265244287.992 -5751116897.836
## Simplex Best: -5751116897.836 167807577.273 2618647100.896 265244287.992 -5751116897.836
## Simplex Size: 1135158359.882
##
##
## Computing Reflection...
## Iteration: 81 of 200
## n1 nFact nSharp shThre obj
## Global Best: -5751116897.836 167807577.273 2618647100.896 265244287.992 -5751116897.836
## Simplex Best: -5751116897.836 167807577.273 2618647100.896 265244287.992 -5751116897.836
## Simplex Size: 760620590.737
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 82 of 200
## n1 nFact nSharp shThre obj
## Global Best: -8113936014.193 236752347.464 3694507962.83 374216359.478 -8113936014.193
## Simplex Best: -8113936014.193 236752347.464 3694507962.83 374216359.478 -8113936014.193
## Simplex Size: 1379330635.055
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 83 of 200
## n1 nFact nSharp shThre obj
## Global Best: -12090191153.138 352770570.413 5505011943.685 557605176.108 -12090191153.138
## Simplex Best: -12090191153.138 352770570.413 5505011943.685 557605176.108 -12090191153.138
## Simplex Size: 2386369134.445
##
##
## Computing Reflection...
## Iteration: 84 of 200
## n1 nFact nSharp shThre obj
## Global Best: -12090191153.138 352770570.413 5505011943.685 557605176.108 -12090191153.138
## Simplex Best: -12090191153.138 352770570.413 5505011943.685 557605176.108 -12090191153.138
## Simplex Size: 1599003283.603
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 85 of 200
## n1 nFact nSharp shThre obj
## Global Best: -17057386246.767 497702100.131 7766718943.18 786692005.551 -17057386246.767
## Simplex Best: -17057386246.767 497702100.131 7766718943.18 786692005.551 -17057386246.767
## Simplex Size: 2899673975.202
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 86 of 200
## n1 nFact nSharp shThre obj
## Global Best: -25416402104.989 741606082.003 11572821751.788 1172211091.414 -25416402104.989
## Simplex Best: -25416402104.989 741606082.003 11572821751.788 1172211091.414 -25416402104.989
## Simplex Size: 5016704194.366
##
##
## Computing Reflection...
## Iteration: 87 of 200
## n1 nFact nSharp shThre obj
## Global Best: -25416402104.989 741606082.003 11572821751.788 1172211091.414 -25416402104.989
## Simplex Best: -25416402104.989 741606082.003 11572821751.788 1172211091.414 -25416402104.989
## Simplex Size: 3361477422.727
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 88 of 200
## n1 nFact nSharp shThre obj
## Global Best: -35858606445.504 1046285644.425 16327460977.691 1653811429.254 -35858606445.504
## Simplex Best: -35858606445.504 1046285644.425 16327460977.691 1653811429.254 -35858606445.504
## Simplex Size: 6095793051.482
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 89 of 200
## n1 nFact nSharp shThre obj
## Global Best: -53431204515.403 1559020737.222 24328772042.651 2464261131.013 -53431204515.403
## Simplex Best: -53431204515.403 1559020737.222 24328772042.651 2464261131.013 -53431204515.403
## Simplex Size: 10546279930.491
##
##
## Computing Reflection...
## Iteration: 90 of 200
## n1 nFact nSharp shThre obj
## Global Best: -53431204515.403 1559020737.222 24328772042.651 2464261131.013 -53431204515.403
## Simplex Best: -53431204515.403 1559020737.222 24328772042.651 2464261131.013 -53431204515.403
## Simplex Size: 7066607484.825
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 91 of 200
## n1 nFact nSharp shThre obj
## Global Best: -75383153445.967 2199539178.896 34324133947.618 3476689662.086 -75383153445.967
## Simplex Best: -75383153445.967 2199539178.896 34324133947.618 3476689662.086 -75383153445.967
## Simplex Size: 12814777706.66
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 92 of 200
## n1 nFact nSharp shThre obj
## Global Best: -112324854671.68 3277420859.236 51144760392.322 5180454643.438 -112324854671.68
## Simplex Best: -112324854671.68 3277420859.236 51144760392.322 5180454643.438 -112324854671.68
## Simplex Size: 22170741589.414
##
##
## Computing Reflection...
## Iteration: 93 of 200
## n1 nFact nSharp shThre obj
## Global Best: -112324854671.68 3277420859.236 51144760392.322 5180454643.438 -112324854671.68
## Simplex Best: -112324854671.68 3277420859.236 51144760392.322 5180454643.438 -112324854671.68
## Simplex Size: 14855658710.051
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 94 of 200
## n1 nFact nSharp shThre obj
## Global Best: -158472965628.964 4623933291.145 72157333495.637 7308811365.247 -158472965628.964
## Simplex Best: -158472965628.964 4623933291.145 72157333495.637 7308811365.247 -158472965628.964
## Simplex Size: 26939647683.773
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 95 of 200
## n1 nFact nSharp shThre obj
## Global Best: -236133038970.67 6889906506.369 107518220286.548 10890515537.562 -236133038970.67
## Simplex Best: -236133038970.67 6889906506.369 107518220286.548 10890515537.562 -236133038970.67
## Simplex Size: 46608070479.143
##
##
## Computing Reflection...
## Iteration: 96 of 200
## n1 nFact nSharp shThre obj
## Global Best: -236133038970.67 6889906506.369 107518220286.548 10890515537.562 -236133038970.67
## Simplex Best: -236133038970.67 6889906506.369 107518220286.548 10890515537.562 -236133038970.67
## Simplex Size: 31230060162.482
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 97 of 200
## n1 nFact nSharp shThre obj
## Global Best: -333147129930.8 9720578222.983 151691550412.742 15364833058.857 -333147129930.8
## Simplex Best: -333147129930.8 9720578222.983 151691550412.742 15364833058.857 -333147129930.8
## Simplex Size: 56633424111.552
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 98 of 200
## n1 nFact nSharp shThre obj
## Global Best: -496406707542.492 14484179150.939 226028371463.861 22894397040.908 -496406707542.492
## Simplex Best: -496406707542.492 14484179150.939 226028371463.861 22894397040.908 -496406707542.492
## Simplex Size: 97981027438.587
##
##
## Computing Reflection...
## Iteration: 99 of 200
## n1 nFact nSharp shThre obj
## Global Best: -496406707542.492 14484179150.939 226028371463.861 22894397040.908 -496406707542.492
## Simplex Best: -496406707542.492 14484179150.939 226028371463.861 22894397040.908 -496406707542.492
## Simplex Size: 65652864225.012
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 100 of 200
## n1 nFact nSharp shThre obj
## Global Best: -700352952137.01 20434930963.221 318891020923.479 32300451545.568 -700352952137.01
## Simplex Best: -700352952137.01 20434930963.221 318891020923.479 32300451545.568 -700352952137.01
## Simplex Size: 119056665083.567
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 101 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1043562651705.16 30449105903.888 475164351767.575 48129369427.205 -1043562651705.16
## Simplex Best: -1043562651705.16 30449105903.888 475164351767.575 48129369427.205 -1043562651705.16
## Simplex Size: 205978966250.447
##
##
## Computing Reflection...
## Iteration: 102 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1043562651705.16 30449105903.888 475164351767.575 48129369427.205 -1043562651705.16
## Simplex Best: -1043562651705.16 30449105903.888 475164351767.575 48129369427.205 -1043562651705.16
## Simplex Size: 138017629551.794
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 103 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1472305205075.63 42958978581.565 670383281343.404 67903068723.202 -1472305205075.63
## Simplex Best: -1472305205075.63 42958978581.565 670383281343.404 67903068723.202 -1472305205075.63
## Simplex Size: 250284863484.749
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 104 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2193812029643.91 64011126956.043 998906281466.962 101179149785.318 -2193812029643.91
## Simplex Best: -2193812029643.91 64011126956.043 998906281466.962 101179149785.318 -2193812029643.91
## Simplex Size: 433015822109.005
##
##
## Computing Reflection...
## Iteration: 105 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2193812029643.91 64011126956.043 998906281466.962 101179149785.318 -2193812029643.91
## Simplex Best: -2193812029643.91 64011126956.043 998906281466.962 101179149785.318 -2193812029643.91
## Simplex Size: 290145245091.321
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 106 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3095128842370.54 90309763361.201 1409301981491.75 142748098479.019 -3095128842370.54
## Simplex Best: -3095128842370.54 90309763361.201 1409301981491.75 142748098479.019 -3095128842370.54
## Simplex Size: 526157142689.097
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 107 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4611904416734.01 134566307770.185 2099933923899.98 212702144000.541 -4611904416734.01
## Simplex Best: -4611904416734.01 134566307770.185 2099933923899.98 212702144000.541 -4611904416734.01
## Simplex Size: 910300218933.48
##
##
## Computing Reflection...
## Iteration: 108 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4611904416734.01 134566307770.185 2099933923899.98 212702144000.541 -4611904416734.01
## Simplex Best: -4611904416734.01 134566307770.185 2099933923899.98 212702144000.541 -4611904416734.01
## Simplex Size: 609952952765.924
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 109 of 200
## n1 nFact nSharp shThre obj
## Global Best: -6506682527660.61 189852191787.168 2962681399256.64 300089783674.61 -6506682527660.61
## Simplex Best: -6506682527660.61 189852191787.168 2962681399256.64 300089783674.61 -6506682527660.61
## Simplex Size: 1106105007162.4
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 110 of 200
## n1 nFact nSharp shThre obj
## Global Best: -9695298441423.39 282889717575.368 4414550759221.08 447149513159.069 -9695298441423.39
## Simplex Best: -9695298441423.39 282889717575.368 4414550759221.08 447149513159.069 -9695298441423.39
## Simplex Size: 1913663307254.44
##
##
## Computing Reflection...
## Iteration: 111 of 200
## n1 nFact nSharp shThre obj
## Global Best: -9695298441423.39 282889717575.368 4414550759221.08 447149513159.069 -9695298441423.39
## Simplex Best: -9695298441423.39 282889717575.368 4414550759221.08 447149513159.069 -9695298441423.39
## Simplex Size: 1282263323149.67
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 112 of 200
## n1 nFact nSharp shThre obj
## Global Best: -13678563829219.8 399113577439.911 6228247111940.52 630858661998.736 -13678563829219.8
## Simplex Best: -13678563829219.8 399113577439.911 6228247111940.52 630858661998.736 -13678563829219.8
## Simplex Size: 2325290625273.45
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 113 of 200
## n1 nFact nSharp shThre obj
## Global Best: -20381777983482.3 594700145614.605 9280415071620.91 940012544133.834 -20381777983482.3
## Simplex Best: -20381777983482.3 594700145614.605 9280415071620.91 940012544133.834 -20381777983482.3
## Simplex Size: 4022966492074.5
##
##
## Computing Reflection...
## Iteration: 114 of 200
## n1 nFact nSharp shThre obj
## Global Best: -20381777983482.3 594700145614.605 9280415071620.91 940012544133.834 -20381777983482.3
## Simplex Best: -20381777983482.3 594700145614.605 9280415071620.91 940012544133.834 -20381777983482.3
## Simplex Size: 2695616501919.95
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 115 of 200
## n1 nFact nSharp shThre obj
## Global Best: -28755530583997 839029743753.109 13093227666872.3 1326212018257.49 -28755530583997
## Simplex Best: -28755530583997 839029743753.109 13093227666872.3 1326212018257.49 -28755530583997
## Simplex Size: 4888303070170.32
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 116 of 200
## n1 nFact nSharp shThre obj
## Global Best: -42847249723340.4 1250198384377.38 19509596406787.7 1976125505458.12 -42847249723340.4
## Simplex Best: -42847249723340.4 1250198384377.38 19509596406787.7 1976125505458.12 -42847249723340.4
## Simplex Size: 8457213598097.45
##
##
## Computing Reflection...
## Iteration: 117 of 200
## n1 nFact nSharp shThre obj
## Global Best: -42847249723340.4 1250198384377.38 19509596406787.7 1976125505458.12 -42847249723340.4
## Simplex Best: -42847249723340.4 1250198384377.38 19509596406787.7 1976125505458.12 -42847249723340.4
## Simplex Size: 5666814420637.16
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 118 of 200
## n1 nFact nSharp shThre obj
## Global Best: -60450830203154.5 1763836149468.1 27525017540109 2788006917283.53 -60450830203154.5
## Simplex Best: -60450830203154.5 1763836149468.1 27525017540109 2788006917283.53 -60450830203154.5
## Simplex Size: 10276352873008.4
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 119 of 200
## n1 nFact nSharp shThre obj
## Global Best: -90074909557378.2 2628208446255.41 41013720681312.1 4154276578168.03 -90074909557378.2
## Simplex Best: -90074909557378.2 2628208446255.41 41013720681312.1 4154276578168.03 -90074909557378.2
## Simplex Size: 17779034919710.3
##
##
## Computing Reflection...
## Iteration: 120 of 200
## n1 nFact nSharp shThre obj
## Global Best: -90074909557378.2 2628208446255.41 41013720681312.1 4154276578168.03 -90074909557378.2
## Simplex Best: -90074909557378.2 2628208446255.41 41013720681312.1 4154276578168.03 -90074909557378.2
## Simplex Size: 11912965216570.7
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 121 of 200
## n1 nFact nSharp shThre obj
## Global Best: -127081740341499 3707994898013.04 57864004875755.1 5861040551676.52 -127081740341499
## Simplex Best: -127081740341499 3707994898013.04 57864004875755.1 5861040551676.52 -127081740341499
## Simplex Size: 21603289862118.8
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 122 of 200
## n1 nFact nSharp shThre obj
## Global Best: -189358462569035 5525106925913.49 86220404051844.5 8733258053921.01 -189358462569035
## Simplex Best: -189358462569035 5525106925913.49 86220404051844.5 8733258053921.01 -189358462569035
## Simplex Size: 37375676930125
##
##
## Computing Reflection...
## Iteration: 123 of 200
## n1 nFact nSharp shThre obj
## Global Best: -189358462569035 5525106925913.49 86220404051844.5 8733258053921.01 -189358462569035
## Simplex Best: -189358462569035 5525106925913.49 86220404051844.5 8733258053921.01 -189358462569035
## Simplex Size: 25043830630706.4
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 124 of 200
## n1 nFact nSharp shThre obj
## Global Best: -267155449672453 7795069780727.62 121643630312779 12321273829876 -267155449672453
## Simplex Best: -267155449672453 7795069780727.62 121643630312779 12321273829876 -267155449672453
## Simplex Size: 45415152469175.7
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 125 of 200
## n1 nFact nSharp shThre obj
## Global Best: -398075640815181 11615063087379.9 181255393287189 18359344690964.1 -398075640815181
## Simplex Best: -398075640815181 11615063087379.9 181255393287189 18359344690964.1 -398075640815181
## Simplex Size: 78572387769600
##
##
## Computing Reflection...
## Iteration: 126 of 200
## n1 nFact nSharp shThre obj
## Global Best: -398075640815181 11615063087379.9 181255393287189 18359344690964.1 -398075640815181
## Simplex Best: -398075640815181 11615063087379.9 181255393287189 18359344690964.1 -398075640815181
## Simplex Size: 52647971443739.4
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 127 of 200
## n1 nFact nSharp shThre obj
## Global Best: -561623047531785 16387054162563.7 255723274475826 25902190604676.4 -561623047531785
## Simplex Best: -561623047531785 16387054162563.7 255723274475826 25902190604676.4 -561623047531785
## Simplex Size: 95473239904848.3
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 128 of 200
## n1 nFact nSharp shThre obj
## Global Best: -836847815762970 24417570808624.5 381041099775534 38595623298421 -836847815762970
## Simplex Best: -836847815762970 24417570808624.5 381041099775534 38595623298421 -836847815762970
## Simplex Size: 165177479674139
##
##
## Computing Reflection...
## Iteration: 129 of 200
## n1 nFact nSharp shThre obj
## Global Best: -836847815762970 24417570808624.5 381041099775534 38595623298421 -836847815762970
## Simplex Best: -836847815762970 24417570808624.5 381041099775534 38595623298421 -836847815762970
## Simplex Size: 110678311796032
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 130 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1180662598865309 34449408890872.4 537589949714465 54452444161306.8 -1180662598865309
## Simplex Best: -1180662598865309 34449408890872.4 537589949714465 54452444161306.8 -1180662598865309
## Simplex Size: 200707011681231
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 131 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1759249235469809 51331427101927 801037238653552 81136999547803.7 -1759249235469809
## Simplex Best: -1759249235469809 51331427101927 801037238653552 81136999547803.7 -1759249235469809
## Simplex Size: 347241576482063
##
##
## Computing Reflection...
## Iteration: 132 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1759249235469809 51331427101927 801037238653552 81136999547803.7 -1759249235469809
## Simplex Best: -1759249235469809 51331427101927 801037238653552 81136999547803.7 -1759249235469809
## Simplex Size: 232671618107173
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 133 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2482028076337909 72420689956039.6 1130139423421910 114471734103537 -2482028076337909
## Simplex Best: -2482028076337909 72420689956039.6 1130139423421910 114471734103537 -2482028076337909
## Simplex Size: 421932937082065
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 134 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3698352094856836 107910628713062 1683967052615119 170568891627675 -3698352094856836
## Simplex Best: -3698352094856836 107910628713062 1683967052615119 170568891627675 -3698352094856836
## Simplex Size: 729982759694524
##
##
## Computing Reflection...
## Iteration: 135 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3698352094856836 107910628713062 1683967052615119 170568891627675 -3698352094856836
## Simplex Best: -3698352094856836 107910628713062 1683967052615119 170568891627675 -3698352094856836
## Simplex Size: 489129993058228
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 136 of 200
## n1 nFact nSharp shThre obj
## Global Best: -5217801747696296 152245176275442 2375816581206280 240646276443677 -5217801747696296
## Simplex Best: -5217801747696296 152245176275442 2375816581206280 240646276443677 -5217801747696296
## Simplex Size: 887001415284625
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 137 of 200
## n1 nFact nSharp shThre obj
## Global Best: -7774798443267892 226853302934876 3540091393010369 358575581326725 -7774798443267892
## Simplex Best: -7774798443267892 226853302934876 3540091393010369 358575581326725 -7774798443267892
## Simplex Size: 1534593969961129
##
##
## Computing Reflection...
## Iteration: 138 of 200
## n1 nFact nSharp shThre obj
## Global Best: -7774798443267892 226853302934876 3540091393010369 358575581326725 -7774798443267892
## Simplex Best: -7774798443267892 226853302934876 3540091393010369 358575581326725 -7774798443267892
## Simplex Size: 1028265295166100
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 139 of 200
## n1 nFact nSharp shThre obj
## Global Best: -10969035901710224 320054859431075 4994520419951826 505894584280990 -10969035901710224
## Simplex Best: -10969035901710224 320054859431075 4994520419951826 505894584280990 -10969035901710224
## Simplex Size: 1864683795974417
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 140 of 200
## n1 nFact nSharp shThre obj
## Global Best: -16344439167241204 476898537524320 7442097546584094 753809480625404 -16344439167241204
## Simplex Best: -16344439167241204 476898537524320 7442097546584094 753809480625404 -16344439167241204
## Simplex Size: 3226074344027055
##
##
## Computing Reflection...
## Iteration: 141 of 200
## n1 nFact nSharp shThre obj
## Global Best: -16344439167241204 476898537524320 7442097546584094 753809480625404 -16344439167241204
## Simplex Best: -16344439167241204 476898537524320 7442097546584094 753809480625404 -16344439167241204
## Simplex Size: 2161653409629973
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 142 of 200
## n1 nFact nSharp shThre obj
## Global Best: -23059471101001536 672829941402942 10499646488510918 1063508374604714 -23059471101001536
## Simplex Best: -23059471101001536 672829941402942 10499646488510918 1063508374604714 -23059471101001536
## Simplex Size: 3920000124931429
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 143 of 200
## n1 nFact nSharp shThre obj
## Global Best: -34359822140963496 1002551923635970 15645024307283530 1584683293155648 -34359822140963496
## Simplex Best: -34359822140963496 1002551923635970 15645024307283530 1584683293155648 -34359822140963496
## Simplex Size: 6781960490749797
##
##
## Computing Reflection...
## Iteration: 144 of 200
## n1 nFact nSharp shThre obj
## Global Best: -34359822140963496 1002551923635970 15645024307283530 1584683293155648 -34359822140963496
## Simplex Best: -34359822140963496 1002551923635970 15645024307283530 1584683293155648 -34359822140963496
## Simplex Size: 4544299497020764
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 145 of 200
## n1 nFact nSharp shThre obj
## Global Best: -48476385000666144 1414445419213562 22072705107503860 2235742580342416 -48476385000666144
## Simplex Best: -48476385000666144 1414445419213562 22072705107503860 2235742580342416 -48476385000666144
## Simplex Size: 8240754283739568
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 146 of 200
## n1 nFact nSharp shThre obj
## Global Best: -72232357774677936 2107597907397106 32889489023743200 3331373780348078 -72232357774677936
## Simplex Best: -72232357774677936 2107597907397106 32889489023743200 3331373780348078 -72232357774677936
## Simplex Size: 14257262292365218
##
##
## Computing Reflection...
## Iteration: 147 of 200
## n1 nFact nSharp shThre obj
## Global Best: -72232357774677936 2107597907397106 32889489023743200 3331373780348078 -72232357774677936
## Simplex Best: -72232357774677936 2107597907397106 32889489023743200 3331373780348078 -72232357774677936
## Simplex Size: 9553177131074830
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 148 of 200
## n1 nFact nSharp shThre obj
## Global Best: -101908664446189808 2973494075419749 46401972799848800 4700052209326134 -101908664446189808
## Simplex Best: -101908664446189808 2973494075419749 46401972799848800 4700052209326134 -101908664446189808
## Simplex Size: 17323986990374572
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 149 of 200
## n1 nFact nSharp shThre obj
## Global Best: -151849258365681088 4430662226669350 69141374726539448 7003324458200844 -151849258365681088
## Simplex Best: -151849258365681088 4430662226669350 69141374726539448 7003324458200844 -151849258365681088
## Simplex Size: 29972089685342016
##
##
## Computing Reflection...
## Iteration: 150 of 200
## n1 nFact nSharp shThre obj
## Global Best: -151849258365681088 4430662226669350 69141374726539448 7003324458200844 -151849258365681088
## Simplex Best: -151849258365681088 4430662226669350 69141374726539448 7003324458200844 -151849258365681088
## Simplex Size: 20083005831006716
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 151 of 200
## n1 nFact nSharp shThre obj
## Global Best: -214235774574542912 6250977872688439 97547766312236672 9880605648436678 -214235774574542912
## Simplex Best: -214235774574542912 6250977872688439 97547766312236672 9880605648436678 -214235774574542912
## Simplex Size: 36419060064948472
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 152 of 200
## n1 nFact nSharp shThre obj
## Global Best: -319222547575639424 9314285091645334 145351291278545984 14722620967472756 -319222547575639424
## Simplex Best: -319222547575639424 9314285091645334 145351291278545984 14722620967472756 -319222547575639424
## Simplex Size: 63008321071189520
##
##
## Computing Reflection...
## Iteration: 153 of 200
## n1 nFact nSharp shThre obj
## Global Best: -319222547575639424 9314285091645334 145351291278545984 14722620967472756 -319222547575639424
## Simplex Best: -319222547575639424 9314285091645334 145351291278545984 14722620967472756 -319222547575639424
## Simplex Size: 42219160984782088
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 154 of 200
## n1 nFact nSharp shThre obj
## Global Best: -450373551227803008 13141013020041516 205068149871796032 20771336920454432 -450373551227803008
## Simplex Best: -450373551227803008 13141013020041516 205068149871796032 20771336920454432 -450373551227803008
## Simplex Size: 76561356040282208
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 155 of 200
## n1 nFact nSharp shThre obj
## Global Best: -671080227703525632 19580799062682320 305562305636496128 30950382127266048 -671080227703525632
## Simplex Best: -671080227703525632 19580799062682320 305562305636496128 30950382127266048 -671080227703525632
## Simplex Size: 132458182458813216
##
##
## Computing Reflection...
## Iteration: 156 of 200
## n1 nFact nSharp shThre obj
## Global Best: -671080227703525632 19580799062682320 305562305636496128 30950382127266048 -671080227703525632
## Simplex Best: -671080227703525632 19580799062682320 305562305636496128 30950382127266048 -671080227703525632
## Simplex Size: 88754520576184128
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 157 of 200
## n1 nFact nSharp shThre obj
## Global Best: -946790217686401024 27625473439879936 431101066500293120 43666193432742736 -946790217686401024
## Simplex Best: -946790217686401024 27625473439879936 431101066500293120 43666193432742736 -946790217686401024
## Simplex Size: 160949822106958496
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 158 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1410767113521923840 41163405258404040 642363214006554368 65064919890469288 -1410767113521923840
## Simplex Best: -1410767113521923840 41163405258404040 642363214006554368 65064919890469288 -1410767113521923840
## Simplex Size: 278457984627341344
##
##
## Computing Reflection...
## Iteration: 159 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1410767113521923840 41163405258404040 642363214006554368 65064919890469288 -1410767113521923840
## Simplex Best: -1410767113521923840 41163405258404040 642363214006554368 65064919890469288 -1410767113521923840
## Simplex Size: 186582697025012832
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 160 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1990373799400184320 58075186566615184 906274961050132096 91796520183801024 -1990373799400184320
## Simplex Best: -1990373799400184320 58075186566615184 906274961050132096 91796520183801024 -1990373799400184320
## Simplex Size: 338354054526361664
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 161 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2965761419325374976 86535075868511888 1350397254823252992 136781632711849824 -2965761419325374976
## Simplex Best: -2965761419325374976 86535075868511888 1350397254823252992 136781632711849824 -2965761419325374976
## Simplex Size: 585383611366503296
##
##
## Computing Reflection...
## Iteration: 162 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2965761419325374976 86535075868511888 1350397254823252992 136781632711849824 -2965761419325374976
## Simplex Best: -2965761419325374976 86535075868511888 1350397254823252992 136781632711849824 -2965761419325374976
## Simplex Size: 392240334387148736
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 163 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4184229819165521408 122087583477374528 1905201283061272576 192977689498230080 -4184229819165521408
## Simplex Best: -4184229819165521408 122087583477374528 1905201283061272576 192977689498230080 -4184229819165521408
## Simplex Size: 711299116181315584
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 164 of 200
## n1 nFact nSharp shThre obj
## Global Best: -6234722026090489856 181916906745333440 2838849899981897216 287546885152771200 -6234722026090489856
## Simplex Best: -6234722026090489856 181916906745333440 2838849899981897216 287546885152771200 -6234722026090489856
## Simplex Size: 1230612844215523328
##
##
## Computing Reflection...
## Iteration: 165 of 200
## n1 nFact nSharp shThre obj
## Global Best: -6234722026090489856 181916906745333440 2838849899981897216 287546885152771200 -6234722026090489856
## Simplex Best: -6234722026090489856 181916906745333440 2838849899981897216 287546885152771200 -6234722026090489856
## Simplex Size: 824580641042413440
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 166 of 200
## n1 nFact nSharp shThre obj
## Global Best: -8796226711219194880 256656567467502848 4005177330258432000 405684099679042048 -8796226711219194880
## Simplex Best: -8796226711219194880 256656567467502848 4005177330258432000 405684099679042048 -8796226711219194880
## Simplex Size: 1495316594887116544
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 167 of 200
## n1 nFact nSharp shThre obj
## Global Best: -13106839440731551744 382431755303763136 5967924420639010816 604490599516200704 -13106839440731551744
## Simplex Best: -13106839440731551744 382431755303763136 5967924420639010816 604490599516200704 -13106839440731551744
## Simplex Size: 2587035138910256128
##
##
## Computing Reflection...
## Iteration: 168 of 200
## n1 nFact nSharp shThre obj
## Global Best: -13106839440731551744 382431755303763136 5967924420639010816 604490599516200704 -13106839440731551744
## Simplex Best: -13106839440731551744 382431755303763136 5967924420639010816 604490599516200704 -13106839440731551744
## Simplex Size: 1733460773848498176
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 169 of 200
## n1 nFact nSharp shThre obj
## Global Best: -18491719551532810240 539551949089697920 8419816630106454016 852842570351046272 -18491719551532810240
## Simplex Best: -18491719551532810240 539551949089697920 8419816630106454016 852842570351046272 -18491719551532810240
## Simplex Size: 3143504143446511104
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 170 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.7553632608836e+19 803960720752314240 12545968665227583488 1270780188457191168 -2.7553632608836e+19
## Simplex Best: -2.7553632608836e+19 803960720752314240 12545968665227583488 1270780188457191168 -2.7553632608836e+19
## Simplex Size: 5438551077550424064
##
##
## Computing Reflection...
## Iteration: 171 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.7553632608836e+19 803960720752314240 12545968665227583488 1270780188457191168 -2.7553632608836e+19
## Simplex Best: -2.7553632608836e+19 803960720752314240 12545968665227583488 1270780188457191168 -2.7553632608836e+19
## Simplex Size: 3644138735384869888
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 172 of 200
## n1 nFact nSharp shThre obj
## Global Best: -38873906187114201088 1134264003602644096 17700417793992529920 1792873939049175040 -38873906187114201088
## Simplex Best: -38873906187114201088 1134264003602644096 17700417793992529920 1792873939049175040 -38873906187114201088
## Simplex Size: 6608378676227980288
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 173 of 200
## n1 nFact nSharp shThre obj
## Global Best: -57924160387849469952 1690112893478633472 26374551461232197632 2671476262274548736 -57924160387849469952
## Simplex Best: -57924160387849469952 1690112893478633472 26374551461232197632 2671476262274548736 -57924160387849469952
## Simplex Size: 11433102464774053888
##
##
## Computing Reflection...
## Iteration: 174 of 200
## n1 nFact nSharp shThre obj
## Global Best: -57924160387849469952 1690112893478633472 26374551461232197632 2671476262274548736 -57924160387849469952
## Simplex Best: -57924160387849469952 1690112893478633472 26374551461232197632 2671476262274548736 -57924160387849469952
## Simplex Size: 7660829320789376000
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 175 of 200
## n1 nFact nSharp shThre obj
## Global Best: -81722014982607503360 2384487410406403584 37210405385979199488 3769039061926813696 -81722014982607503360
## Simplex Best: -81722014982607503360 2384487410406403584 37210405385979199488 3769039061926813696 -81722014982607503360
## Simplex Size: 13892352844346159104
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 176 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.21770091235132e+20 3553011383482789376 55445456890795196416 5616066007885025280 -1.21770091235132e+20
## Simplex Best: -1.21770091235132e+20 3553011383482789376 55445456890795196416 5616066007885025280 -1.21770091235132e+20
## Simplex Size: 2.4035047222337e+19
##
##
## Computing Reflection...
## Iteration: 177 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.21770091235132e+20 3553011383482789376 55445456890795196416 5616066007885025280 -1.21770091235132e+20
## Simplex Best: -1.21770091235132e+20 3553011383482789376 55445456890795196416 5616066007885025280 -1.21770091235132e+20
## Simplex Size: 1.6104849497741e+19
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 178 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.71798730507597e+20 5012748524448231424 78224948422343606272 7923398930027047936 -1.71798730507597e+20
## Simplex Best: -1.71798730507597e+20 5012748524448231424 78224948422343606272 7923398930027047936 -1.71798730507597e+20
## Simplex Size: 29204964940356820992
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 179 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.55989124747376e+20 7469258379042582528 1.16559278528306e+20 11806280239256334336 -2.55989124747376e+20
## Simplex Best: -2.55989124747376e+20 7469258379042582528 1.16559278528306e+20 11806280239256334336 -2.55989124747376e+20
## Simplex Size: 50527273481524346880
##
##
## Computing Reflection...
## Iteration: 180 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.55989124747376e+20 7469258379042582528 1.16559278528306e+20 11806280239256334336 -2.55989124747376e+20
## Simplex Best: -2.55989124747376e+20 7469258379042582528 1.16559278528306e+20 11806280239256334336 -2.55989124747376e+20
## Simplex Size: 3.3856148790708e+19
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 181 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3.61160989609754e+20 10537966214339143680 1.64447081191539e+20 16656832039362435072 -3.61160989609754e+20
## Simplex Best: -3.61160989609754e+20 10537966214339143680 1.64447081191539e+20 16656832039362435072 -3.61160989609754e+20
## Simplex Size: 61395645987681837056
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 182 of 200
## n1 nFact nSharp shThre obj
## Global Best: -5.38148828864652e+20 15702122709840578560 2.45034781439324e+20 24819553917670490112 -5.38148828864652e+20
## Simplex Best: -5.38148828864652e+20 15702122709840578560 2.45034781439324e+20 24819553917670490112 -5.38148828864652e+20
## Simplex Size: 1.06220110235699e+20
##
##
## Computing Reflection...
## Iteration: 183 of 200
## n1 nFact nSharp shThre obj
## Global Best: -5.38148828864652e+20 15702122709840578560 2.45034781439324e+20 24819553917670490112 -5.38148828864652e+20
## Simplex Best: -5.38148828864652e+20 15702122709840578560 2.45034781439324e+20 24819553917670490112 -5.38148828864652e+20
## Simplex Size: 71173518951506698240
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 184 of 200
## n1 nFact nSharp shThre obj
## Global Best: -7.59244611590005e+20 22153262106182598656 3.45706108573048e+20 35016544798233411584 -7.59244611590005e+20
## Simplex Best: -7.59244611590005e+20 22153262106182598656 3.45706108573048e+20 35016544798233411584 -7.59244611590005e+20
## Simplex Size: 1.29067963407682e+20
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 185 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.13131431772421e+21 33009523179275612160 5.15120245021389e+20 52176489477503352832 -1.13131431772421e+21
## Simplex Best: -1.13131431772421e+21 33009523179275612160 5.15120245021389e+20 52176489477503352832 -1.13131431772421e+21
## Simplex Size: 2.23299438918067e+20
##
##
## Computing Reflection...
## Iteration: 186 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.13131431772421e+21 33009523179275612160 5.15120245021389e+20 52176489477503352832 -1.13131431772421e+21
## Simplex Best: -1.13131431772421e+21 33009523179275612160 5.15120245021389e+20 52176489477503352832 -1.13131431772421e+21
## Simplex Size: 1.49623332271355e+20
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 187 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.59610920562416e+21 46571322394013859840 7.26754848056681e+20 73612941927334428672 -1.59610920562416e+21
## Simplex Best: -1.59610920562416e+21 46571322394013859840 7.26754848056681e+20 73612941927334428672 -1.59610920562416e+21
## Simplex Size: 2.71330953689281e+20
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 188 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.37828648291957e+21 69393714509700104192 1.08290286494123e+21 1.09687146804751e+20 -2.37828648291957e+21
## Simplex Best: -2.37828648291957e+21 69393714509700104192 1.08290286494123e+21 1.09687146804751e+20 -2.37828648291957e+21
## Simplex Size: 4.69427487040627e+20
##
##
## Computing Reflection...
## Iteration: 189 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.37828648291957e+21 69393714509700104192 1.08290286494123e+21 1.09687146804751e+20 -2.37828648291957e+21
## Simplex Best: -2.37828648291957e+21 69393714509700104192 1.08290286494123e+21 1.09687146804751e+20 -2.37828648291957e+21
## Simplex Size: 3.14543131908891e+20
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 190 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3.35539371289457e+21 97903778645875687424 1.52780814708192e+21 1.5475156816357e+20 -3.35539371289457e+21
## Simplex Best: -3.35539371289457e+21 97903778645875687424 1.52780814708192e+21 1.5475156816357e+20 -3.35539371289457e+21
## Simplex Size: 5.70400930534502e+20
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 191 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4.99971272901081e+21 1.45881768340014e+20 2.27651432113532e+21 2.30587958190551e+20 -4.99971272901081e+21
## Simplex Best: -4.99971272901081e+21 1.45881768340014e+20 2.27651432113532e+21 2.30587958190551e+20 -4.99971272901081e+21
## Simplex Size: 9.86846033545719e+20
##
##
## Computing Reflection...
## Iteration: 192 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4.99971272901081e+21 1.45881768340014e+20 2.27651432113532e+21 2.30587958190551e+20 -4.99971272901081e+21
## Simplex Best: -4.99971272901081e+21 1.45881768340014e+20 2.27651432113532e+21 2.30587958190551e+20 -4.99971272901081e+21
## Simplex Size: 6.61243004878563e+20
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 193 of 200
## n1 nFact nSharp shThre obj
## Global Best: -7.05381995721882e+21 2.0581657080822e+20 3.21180896217129e+21 3.25323879498297e+20 -7.05381995721882e+21
## Simplex Best: -7.05381995721882e+21 2.0581657080822e+20 3.21180896217129e+21 3.25323879498297e+20 -7.05381995721882e+21
## Simplex Size: 1.19911575561412e+21
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 194 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.05105619327855e+22 3.06677492109704e+20 4.78576391485997e+21 4.84749654005794e+20 -1.05105619327855e+22
## Simplex Best: -1.05105619327855e+22 3.06677492109704e+20 4.78576391485997e+21 4.84749654005794e+20 -1.05105619327855e+22
## Simplex Size: 2.07458046409762e+21
##
##
## Computing Reflection...
## Iteration: 195 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.05105619327855e+22 3.06677492109704e+20 4.78576391485997e+21 4.84749654005794e+20 -1.05105619327855e+22
## Simplex Best: -1.05105619327855e+22 3.06677492109704e+20 4.78576391485997e+21 4.84749654005794e+20 -1.05105619327855e+22
## Simplex Size: 1.39008697741168e+21
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 196 of 200
## n1 nFact nSharp shThre obj
## Global Best: -1.48287742799445e+22 4.32674421816476e+20 6.75197133173207e+21 6.83906650044162e+20 -1.48287742799445e+22
## Simplex Best: -1.48287742799445e+22 4.32674421816476e+20 6.75197133173207e+21 6.83906650044162e+20 -1.48287742799445e+22
## Simplex Size: 2.52082091453576e+21
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 197 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.20956519165405e+22 6.44707595999853e+20 1.00607916392784e+22 1.01905680115589e+21 -2.20956519165405e+22
## Simplex Best: -2.20956519165405e+22 6.44707595999853e+20 1.00607916392784e+22 1.01905680115589e+21 -2.20956519165405e+22
## Simplex Size: 4.36125186271633e+21
##
##
## Computing Reflection...
## Iteration: 198 of 200
## n1 nFact nSharp shThre obj
## Global Best: -2.20956519165405e+22 6.44707595999853e+20 1.00607916392784e+22 1.01905680115589e+21 -2.20956519165405e+22
## Simplex Best: -2.20956519165405e+22 6.44707595999853e+20 1.00607916392784e+22 1.01905680115589e+21 -2.20956519165405e+22
## Simplex Size: 2.92228695126145e+21
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 199 of 200
## n1 nFact nSharp shThre obj
## Global Best: -3.11735411421309e+22 9.09582520780947e+20 1.41942180875266e+22 1.43773124400195e+21 -3.11735411421309e+22
## Simplex Best: -3.11735411421309e+22 9.09582520780947e+20 1.41942180875266e+22 1.43773124400195e+21 -3.11735411421309e+22
## Simplex Size: 5.29935333883297e+21
##
##
## Computing Reflection...
## Computing Expansion...
## Iteration: 200 of 200
## n1 nFact nSharp shThre obj
## Global Best: -4.64502123425036e+22 1.35532569240919e+21 2.11501298872441e+22 2.14229500815629e+21 -4.64502123425036e+22
## Simplex Best: -4.64502123425036e+22 1.35532569240919e+21 2.11501298872441e+22 2.14229500815629e+21 -4.64502123425036e+22
## Simplex Size: 9.16836832275869e+21
# Return the best optimization in untransformed parameters
evaluate(OPTIM[which.min(OPTIM$obj),1:np], minVal, maxVal, transformOnly = TRUE)
## n1 nFact nSharpe shThresh
## 1.00 10.00 250.00 0.99