optimbase.terminate: Evaluation of Termation Status

Description Usage Arguments Value Author(s)

Description

This function determines whether the optimization must continue or terminate. If the verbosetermination element of the optimization object is enabled, messages are printed detailing the termination intermediate steps. The optimbase.terminate function takes into account the number of iterations, the number of evaluations of the cost function, the tolerance on x and the tolerance on f. See the section "Termination" in vignette('optimbase',package='optimbase') for more details.

Usage

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  optimbase.terminate(this = NULL, previousfopt = NULL, currentfopt = NULL,
                      previousxopt = NULL, currentxopt = NULL)

Arguments

this

An optimization object.

previousfopt

The previous value of the objective function.

currentfopt

The current value of the objective function.

previousxopt

The previous value of the parameter estimate matrix.

currentxopt

The current value of the parameter estimate matrix.

Value

Return a list with the following elements:

this

The updated optimization object.

terminate

TRUE if the algorithm terminates, FALSE if the algorithm must continue.

status

The termination status could be 'maxiter', 'maxfuneval', 'tolf' or 'tolx' if terminate is set to TRUE, 'continue' otherwise.

Author(s)

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

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



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