optimbase-package: R port of the Scilab optimbase module

In sbihorel/optimbase: R Port of the 'Scilab' Optimbase Module

Description

The goal of this package is to provide a building block for a large class of specialized optimization methods. This packages manages:

• the number of variables,

• the minimum and maximum bounds,

• the number of non linear inequality constraints,

• the cost function,

• the logging system,

• various termination criteria,

• etc...

Features The following is a list of features the optimbase toolbox currently provided:

• Manage cost function

  • optionnal additionnal argument

  • direct communication of the task to perform: cost function or inequality constraints

• Manage various termination criteria, including:

  • maximum number of iterations,

  • tolerance on function value (relative or absolute),

  • tolerance on the vector of estimated parameter x (relative or absolute),

  • maximum number of evaluations of the cost function,

• Manage the history of the convergence, including:

  • history of function values,

  • history of optimum point.

• Provide query features for

  • the status of the optimization process,

  • the number of iterations,

  • the number of function evaluations,

  • function value at initial point,

  • function value at optimal point,

  • the optimum parameters,

  • etc...

Details

Package:	optimbase
Type:	Package
Version:	$version$
Date:	$date$
License:	CeCILL-2
LazyLoad:	yes

See vignette('optimbase',package='optimbase') for more information.

Author(s)

Author of Scilab optimbase module: Michael Baudin (INRIA - Digiteo)

Author of R adaptation: Sebastien Bihorel ([e-mail])

sbihorel/optimbase documentation built on Jan. 31, 2022, 1:34 a.m.