mxComputeTryHard: Repeatedly attempt a compute plan until successful

In OpenMx: Extended Structural Equation Modelling

Repeatedly attempt a compute plan until successful

Description

The provided compute plan is run until the status code indicates success (0 or 1). It gives up after a small number of retries.

Usage

mxComputeTryHard(
  plan,
  ...,
  freeSet = NA_character_,
  verbose = 0L,
  location = 1,
  scale = 0.25,
  maxRetries = 3L
)

Arguments

plan	compute plan to optimize the model
...	Not used. Forces remaining arguments to be specified by name.
freeSet	names of matrices containing free variables
verbose	integer. Level of run-time diagnostic output. Set to zero to disable
location	location of the perturbation distribution
scale	scale of the perturbation distribution
maxRetries	maximum number of plan evaluations per invocation (including the first evaluation)

Details

Upon failure, start values are randomly perturbed. Currently only the uniform distribution is implemented. The distribution is parameterized by arguments location and scale. The location parameter is the distribution's median. For the uniform distribution, scale is the absolute difference between its median and extrema (i.e., half the width of the rectangle). Each start value is multiplied by a random draw and then added to a random draw from a distribution with the same scale but with a median of zero.

References

Shanno, D. F. (1985). On Broyden-Fletcher-Goldfarb-Shanno method. Journal of Optimization Theory and Applications, 46(1), 87-94.

See Also

mxTryHard

OpenMx documentation built on Oct. 19, 2024, 9:06 a.m.