optimbase: S3 optimbase classes
In optimbase: R Port of the 'Scilab' Optimbase Module

Description Usage Arguments Value Author(s)

These functions support the S3 class 'optimbase' and related S3 classes 'optimbase.outputargs' and 'optimbase.functionargs'. They are intended to either create objects of these classes, check if an object is of these classes, or coerce it to one of these classes.

  optimbase(verbose, x0, fx0, xopt, fopt, tolfunabsolute, 
    tolfunrelative, tolfunmethod, tolxabsolute, tolxrelative, tolxmethod, 
    maxfunevals, funevals, maxiter, iterations, fun, status, historyxopt,
    historyfopt, verbosetermination, outputcommand, outputcommandarg,
    numberofvariables, storehistory, costfargument, boundsmin, boundsmax,
    nbineqconst, logfile, logfilehandle, logstartup, withderivatives)
  
  optimbase.outputargs(...)
  
  optimbase.functionargs(...)
  
  ## S3 method for class 'optimbase'
print(x,verbose=FALSE,...)
  
  ## S3 method for class 'optimbase'
is(x=NULL)
  
  ## S3 method for class 'optimbase'
summary(object,showhistory,...)
  
  ## S3 method for class 'optimbase.outputargs'
is(x=NULL)
  
  ## S3 method for class 'optimbase.outputargs'
as(x=NULL)
  
  ## S3 method for class 'optimbase.functionargs'
is(x=NULL)
  
  ## S3 method for class 'optimbase.functionargs'
as(x=NULL)

`verbose`	The verbose option, controlling the amount of messages.
`x0`	The initial guess.
`fx0`	The value of the function for the initial guess.
`xopt`	The optimum parameter.
`fopt`	The optimum function value.
`tolfunabsolute`	The absolute tolerance on function value.
`tolfunrelative`	The relative tolerance on function value.
`tolfunmethod`	Logical flag for the tolerance on function value in the termination criteria. This criteria is suitable for functions which minimum is associated with a function value equal to 0.
`tolxabsolute`	The absolute tolerance on x..
`tolxrelative`	The relative tolerance on x.
`tolxmethod`	Possible values: FALSE, TRUE.
`maxfunevals`	The maximum number of function evaluations.
`funevals`	The number of function evaluations.
`maxiter`	The maximum number of iterations.
`iterations`	The number of iterations.
`fun`	The cost function.
`status`	The status of the optimization.
`historyxopt`	The list to store the history for xopt. The vectors of estimates will be stored on separated levels of the list, so the length of `historyfopt` at the end of the optimization should be the number of iterations.
`historyfopt`	The vector to store the history for fopt. The values of the cost function will be stored at each iteration in a new element, so the length of `historyfopt` at the end of the optimization should be the number of iterations.
`verbosetermination`	The verbose option for termination criteria.
`outputcommand`	The command called back for output. This must be a valid R function accepting the following arguments: state A character string, typically indicating the status of the algorithm. data A list containing at least the following elements: x the current point estimate, fval the value of the cost function at the current point estimate, iteration the current iteration index, funccount the number of function evaluations. fmsdata An optional object of class 'optimbase.outputargs'.
`outputcommandarg`	The outputcommand argument is initialized as an empty object of class 'optimbase.outputargs' passed to the command defined in the outputcommand element of the optimbase object. This object has no required structure or content but is typically a list which may be used to provide some extra information to the output command.
`numberofvariables`	The number of variables to optimize.
`storehistory`	The flag which enables/disables the storing of the history.
`costfargument`	The costf argument is initialized as an empty object of class 'optimbase.functionargs'. This object has no required structure or content but is typically a list which may be used to provide some information to the cost function'.
`boundsmin`	Minimum bounds for the parameters.
`boundsmax`	Maximum bounds for the parameters.
`nbineqconst`	The number of nonlinear inequality constraints.
`logfile`	The name of the log file.
`logfilehandle`	The handle for the log file.
`logstartup`	Set to TRUE when the logging is started up.
`withderivatives`	Set to TRUE when the method uses derivatives.
`...`	optional arguments to 'print' or 'plot' methods.
`x`	An object of class 'optimbase'.
`object`	An object of class 'optimbase'.
`showhistory`	Optional logical flag, to define whether optimization history must be summarized or not.

The optimbase function returns a new object of class 'optimbase', i.e. a list containing the following elements:

verbose: Default is FALSE.
x0: Default is NULL.
fx0: Default is NULL.
xopt: Default is 0.
fopt: Default is 0.
tolfunabsolute: Default is 0.
tolfunrelative: Default is .Machine$double.eps.
tolfunmethod: Default is FALSE.
tolxabsolute: Default is 0.
tolxrelative: Default is .Machine$double.eps.
tolxmethod: Default is TRUE.
maxfunevals: Default is 100.
funevals: Default is 0.
maxiter: Default is 100.
iterations: Default is 0.
fun: Default is ”.
status: Default is ”.
historyfopt: Default is NULL.
historyxopt: Default is NULL.
verbosetermination: Default is FALSE.
outputcommand: Default is ”.
outputcommandarg: Default is ”. If the user configures this element, it is expected to be an object of class 'optimbase.outputargs' or will be coerced to an object of class 'optimbase.outputargs'.
numberofvariables: Default is 0.
storehistory: Default is FALSE.
costfargument: Default is ”. If the user configures this element, it is expected to be an object of class 'optimbase.functionargs' or will be coerced to an object of class 'optimbase.functionargs'.
boundsmin: Default is NULL.
boundsmax: Default is NULL.
nbineqconst: Default is 0.
logfile: Default is ”.
logfilehandle: Default is 0.
logstartup: Default is FALSE.
withderivatives: Default is FALSE.

The print.optimbase and is.optimbase functions are S3 method for objects of class 'optimbase'. The showhistory argument can be provided to the print.optimbase function to indicate whether or not the history of optimization should be printed.

The optimbase.outputargs function returns a new object of class 'optimbase.outputargs', i.e. a list of all arguments provided by the user. The is.optimbase.outputargs functions are S3 method for objects of class 'optimbase.outputargs'.

The optimbase.functionargs function returns a new object of class 'optimbase.functionargs', i.e. a list of all arguments provided by the user. The is.optimbase.functionargs functions are S3 method for objects of class 'optimbase.functionargs'.

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

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

optimbase documentation built on Jan. 27, 2022, 1:14 a.m.