Interface to the internal C++ optimization routine "bfgs"

Description

Interface to the internal C++ optimization routine "bfgs"

Usage

1
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cppBfgs(x0, f_, min.x = c(-Inf), max.x = c(+Inf), prec = 1e-05,
  verbose = FALSE)

Arguments

x0

the start value

f_

the target function

min.x

minimum bound on x (default -Inf)

max.x

maximum bound on x (default +Inf)

prec

precision (default 1e-5)

verbose

be verbose? (not default)

Value

A list with the following elements:

par

the minimum abscissa found by the algorithm

inv.hessian

the inverse Hessian at par

evaluations

list of the function evaluation pairs: args and vals

code

the convergence code. 0 is “OK”, -1 is “lost precision”, and +1 is “change not large enough”

Author(s)

Daniel Sabanes Bove daniel.sabanesbove@ifspm.uzh.ch

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