bfgs: bfgs

Description Usage Arguments Details Value Author(s)

View source: R/optim.R

Description

Implements the Broyden-Fletcher-Goldfarb-Shanno algorithm for function minimization.

Usage

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  bfgs(x0, f_, g_, min.x = rep(-Inf, length(x0)),
    max.x = rep(Inf, length(x0)), prec = 1e-05,
    verbose = FALSE)

Arguments

x0

Tthe initial solution guess

f_

The function to be minimized

g_

The gradient of f_

min.x

lower bounds

max.x

upper bounds

prec
verbose

if TRUE diplay iteration nformation

Details

The function attempts to find

argmin_x s.t. min.x < x < max.x coord-wise f(x)

Value

A list

Apart from returning the maximizer x, it also returns the function value f(x) the gradient f'(x), and the inverse hessian f”(x)^-1.

Author(s)

Giuseppe Ragusa


gragusa/grpack documentation built on Aug. 30, 2017, 5:23 p.m.