# Copyright (C) 2008-2009 - INRIA - Michael Baudin
# Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
# Copyright (C) 2010-$year$ - Sebastien Bihorel
#
# This file must be used under the terms of the CeCILL.
# This source file is licensed as described in the file COPYING, which
# you should have received as part of this distribution. The terms
# are also available at
# http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
#
# This source code is a R port of the neldermead component
# originally written by Michael Baudin for Scilab :
# 'Nelder-Mead User's Manual', 2010, Consortium Scilab - Digiteo,
# Michael Baudin, http://wiki.scilab.org/The_Nelder-Mead_Component
optimset.method <- function(method=NULL){
options <- list(Display=NULL,
FunValCheck=NULL,
MaxFunEvals=NULL,
MaxIter=NULL,
OutputFcn=NULL,
PlotFcns=NULL,
TolFun=NULL,
TolX=NULL,
nbMatch=NULL,
boundsAlpha=NULL,
boxScaling=NULL,
alphaMin=NULL)
if (method=='fminsearch'){
options$Display <- 'notify'
options$MaxFunEvals <- '200*numberofvariables'
options$MaxIter <- '200*numberofvariables'
options$TolFun <- 1e-4
options$TolX <- 1e-4
} else if (method=='fminbnd'){
options$Display <- 'notify'
options$MaxFunEvals <- '200*numberofvariables'
options$MaxIter <- '200*numberofvariables'
options$TolFun <- 1e-4
options$nbMatch <- 5
options$boundsAlpha <- 1.e-6
options$boxScaling <- 0.5
options$alphaMin <- 1.e-5
} else {
stop(sprintf('optim.method: No default options available: the function \'%s\' does not exist on the path.',
method),
call.=FALSE)
}
return(options)
}
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