eqsolve.depr: Solving non linear equations

In GNE: Computation of Generalized Nash Equilibria

Solving non linear equations

Description

Non linear Solving methods

Usage

eqsolve(xinit, f, jac,
    method=c("Newton", "Levenberg-Marquardt", "Broyden"),
	global=c("line search", "none"), control=list())

Arguments

xinit	initial point.
f	the function for which we search roots.
jac	the Jacobian of the function f.
method	a character string specifying the method to use: either "Newton", "Levenberg-Marquardt", or "Broyden".
global	a character string for the globalization method to be used: either "line search" or "none".
control	a list for the control parameters. See details.

Details

The control argument is a list that can supply any of the following components:

tol

The absolute convergence tolerance. Default to 1e-6.

maxit

The maximum number of iterations. Default to 100.

echo

A logical or an integer (0, 1, 2, 3, 4) to print traces. Default to FALSE, i.e. 0.

echofile

A character string to store the traces in that file. Default to NULL.

echograph

A character string to plot iter-by-iter information. Either "NULL" (default), or "line" for line search plot or "trust" for trust region plots.

sigma

Reduction factor for the geometric linesearch. Default to 0.5.

btol

The backtracking tolerance. Default to 0.01.

delta

The exponent parameter for the LM parameter, should in [1,2]. Default to 2.

initlnsrch

The initial integer for starting the line search. Default to 0.

minstep

The minimal step. Default to 0.001.

Value

A list with components:

par

The best set of parameters found.

counts

A two-element integer vector giving the number of calls to phi and jacphi respectively.

iter

The iteration number.

code

0 if convergence, 1 if maxit is reached, 10 if tol is not reached and 11 for both.

Author(s)

Christophe Dutang

See Also

See nleqslv from the package of the same name.

GNE documentation built on March 31, 2023, 9:25 p.m.