Check Cost Function

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Description

This function checks that the cost function is correctly specified in the optimization object, including that the elements of this used by the cost function are consistent.

Usage

1

Arguments

this

An optimization object

Details

Depending on the definition of nonlinear constraints (nbineqconst element > 0) and the use of derivatives (withderivatives element set to TRUE), this function makes several cost function calls with different index value (see vignette('optimbase',package='optimbase') for more details about index). If at least one call fails, the function stops the search algorithm.

Following every successful cost function call, optimbase.checkcostfun calls optimbase.checkshape to check the dimensions of the matrix returned by the cost function against some expectations.

Value

Return the optimization object or an error message if one check is not successful.

Author(s)

Author of Scilab optimbase module: Michael Baudin (INRIA - Digiteo)

Author of R adaptation: Sebastien Bihorel (sb.pmlab@gmail.com)

See Also

optimbase.checkshape