optextras: Tools to Support Optimization Possibly with Bounds and Masks

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Tools to assist in safely applying user generated objective and derivative function to optimization programs. These are primarily function minimization methods with at most bounds and masks on the parameters. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.

Author
John C Nash [aut, cre]
Date of publication
2016-08-08 17:08:22
Maintainer
John C Nash <nashjc@uottawa.ca>
License
GPL-2
Version
2016-8.8

View on CRAN

Man pages

axsearch
Perform axial search around a supposed minimum and provide...
bmchk
Check bounds and masks for parameter constraints used in...
bmstep
Compute the maximum step along a search direction.
fnchk
Run tests, where possible, on user objective function
gHgen
Generate gradient and Hessian for a function at given...
gHgenb
Generate gradient and Hessian for a function at given...
grback
Backward difference numerical gradient approximation.
grcentral
Central difference numerical gradient approximation.
grchk
Run tests, where possible, on user objective function and...
grfwd
Forward difference numerical gradient approximation.
grnd
A reorganization of the call to numDeriv grad() function.
hesschk
Run tests, where possible, on user objective function and...
kktchk
Check Kuhn Karush Tucker conditions for a supposed function...
optextras-package
A replacement and extension of the optim() function, plus...
scalechk
Check the scale of the initial parameters and bounds input to...

Files in this package

optextras
optextras/po
optextras/po/R-optextras.pot
optextras/po/R-ko.po
optextras/tests
optextras/tests/tgrchk.R
optextras/tests/tfnchk.R
optextras/tests/tkktc.R
optextras/NAMESPACE
optextras/NEWS
optextras/R
optextras/R/kktchk.R
optextras/R/bmstep.R
optextras/R/grcentral.R
optextras/R/grnd.R
optextras/R/fnchk.R
optextras/R/gHgenb.R
optextras/R/hesschk.R
optextras/R/axsearch.R
optextras/R/bmchk.R
optextras/R/grchk.R
optextras/R/grfwd.R
optextras/R/scalechk.R
optextras/R/gHgen.R
optextras/R/zzz.R
optextras/R/grback.R
optextras/MD5
optextras/DESCRIPTION
optextras/man
optextras/man/hesschk.Rd
optextras/man/grback.Rd
optextras/man/grchk.Rd
optextras/man/gHgen.Rd
optextras/man/optextras-package.Rd
optextras/man/grnd.Rd
optextras/man/grfwd.Rd
optextras/man/kktchk.Rd
optextras/man/bmstep.Rd
optextras/man/fnchk.Rd
optextras/man/gHgenb.Rd
optextras/man/axsearch.Rd
optextras/man/scalechk.Rd
optextras/man/grcentral.Rd
optextras/man/bmchk.Rd