check_mize_convergence: Check Optimization Convergence

Description Usage Arguments Details Value Examples

View source: R/mize.R

Description

Updates the optimizer with information about convergence or termination, signaling if the optimization process should stop.

Usage

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check_mize_convergence(mize_step_info)

Arguments

mize_step_info

Step info for this iteration, created by mize_step_summary

Details

On returning from this function, the updated value of opt will contain:

Convergence criteria are only checked here. To set these criteria, use make_mize or mize_init.

Value

opt updated with convergence and termination data. See 'Details'.

Examples

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rb_fg <- list(
  fn = function(x) { 100 * (x[2] - x[1] * x[1]) ^ 2 + (1 - x[1]) ^ 2  },
  gr = function(x) { c( -400 * x[1] * (x[2] - x[1] * x[1]) - 2 * (1 - x[1]),
                         200 *        (x[2] - x[1] * x[1])) })
rb0 <- c(-1.2, 1)

opt <- make_mize(method = "BFGS", par = rb0, fg = rb_fg, max_iter = 30)
mize_res <- mize_step(opt = opt, par = rb0, fg = rb_fg)
step_info <- mize_step_summary(mize_res$opt, mize_res$par, rb_fg, rb0)
# check convergence by looking at opt$is_terminated
opt <- check_mize_convergence(step_info)

jlmelville/mizer documentation built on Sept. 23, 2018, 10:50 p.m.