Rvmminu: Variable metric nonlinear function minimization,...
In optimx: Expanded Replacement and Extension of the 'optim' Function

Rvmminu

R Documentation

Variable metric nonlinear function minimization, unconstrained

Description

An R implementation of a variable metric method for minimization of unconstrained nonlinear functions.

See the manual Rvmmin.Rd for details.

Usage

   Rvmminu(par, fn, gr, control = list(), ...)

Arguments

`par`	A numeric vector of starting estimates.
`fn`	A function that returns the value of the objective at the supplied set of parameters `par` using auxiliary data in .... The first argument of `fn` must be `par`.
`gr`	A function that returns the gradient of the objective at the supplied set of parameters `par` using auxiliary data in .... The first argument of `fn` must be `par`. This function returns the gradient as a numeric vector. Note that a gradient function MUST be provided. See the manual for `Rvmmin`, which is the usual way `Rvmminu` is called. The user must take responsibility for errors if `Rvmminu` is called directly.
`control`	An optional list of control settings. See the manual Rvmmin.Rd for details. Some control elements apply only when parameters are bounds constrained and are not used in this function.
`...`	Further arguments to be passed to `fn`.

Details

This routine is intended to be called from Rvmmin, which will, if necessary, supply a gradient approximation. However, some users will want to avoid the extra overhead, in which case it is important to provide an appropriate and high-accuracy gradient routine.

Functions fn must return a numeric value.

Value

A list with components:

`par`	The best set of parameters found.
`value`	The value of the objective at the best set of parameters found.
`counts`	A vector of two integers giving the number of function and gradient evaluations.
`convergence`	An integer indicating the situation on termination of the function. `0` indicates that the method believes it has succeeded. Other values: `1` indicates that the iteration limit `maxit` had been reached. `20` indicates that the initial set of parameters is inadmissible, that is, that the function cannot be computed or returns an infinite, NULL, or NA value. `21` indicates that an intermediate set of parameters is inadmissible.
`message`	A description of the situation on termination of the function.