powell.control

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Description

Controls convergence in powell.

Usage

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powell.control(trace = 0, rhobeg = log(100)/10, rhoend = 1e-04,
                      maxit = 1e+05, fnscale = 1, parscale = 1, ...)

Arguments

trace

an integer that determines the level of information produced at each step of the optimizer. The value of trace should be set to 0, 1, 2 or 3, which controls the amount of printing. Specifically, there is no output if trace=0 and there is output only at the return if trace=1. Otherwise, each new value of RHO is printed, with the best vector of variables so far and the corresponding value of the objective function. Further, each new value of F with its variables are output if trace=3.

rhobeg

About one tenth of the greatest expected change to a variable.

rhoend

Indicates the accuracy that is required in the final values of the variables.

maxit

The upper bound on the number of times fn is to be called.

fnscale

A scalar to divide the function value by. fnscale less than zero implies a maximization rather than a minimization.

parscale

A vector to divide the parameter values by. If only one value is given it is replicated to the length of par.

...

Additional arguments that will be ignored!

Details

rhobeg and rhoend must be set to the initial and final values of a trust region radius, so both must be positive with rhoend<=rhobeg.

Author(s)

Sundar Dorai-Raj

See Also

powell

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