The goal of this package is to provide a building block for a large class of specialized optimization methods. This packages manages:
the number of variables,
the minimum and maximum bounds,
the number of non linear inequality constraints,
the cost function,
the logging system,
various termination criteria,
Features The following is a list of features the optimbase toolbox currently provided:
Manage cost function
optionnal additionnal argument
direct communication of the task to perform: cost function or inequality constraints
Manage various termination criteria, including:
maximum number of iterations,
tolerance on function value (relative or absolute),
tolerance on the vector of estimated parameter
x (relative or
maximum number of evaluations of the cost function,
Manage the history of the convergence, including:
history of function values,
history of optimum point.
Provide query features for
the status of the optimization process,
the number of iterations,
the number of function evaluations,
function value at initial point,
function value at optimal point,
the optimum parameters,
vignette('optimbase',package='optimbase') for more information.
Author of Scilab optimbase module: Michael Baudin (INRIA - Digiteo)
Author of R adaptation: Sebastien Bihorel (firstname.lastname@example.org)
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