optfntools: Tools for assisting the preparation and testing of objective functions for optimization.
Version 2012.05.26

Tools to assist in safely applying user generated objective and derivative function to optimization programs. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.

Browse man pages Browse package API and functions Browse package files

AuthorJohn C Nash <nashjc@uottawa.ca>
Date of publicationNone
MaintainerJohn C Nash <nashjc@uottawa.ca>
LicenseGPL-2
Version2012.05.26
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("optfntools", repos="http://R-Forge.R-project.org")

Man pages

axsearch: Perform axial search around a supposed minimum and provide...
bmchk: Check bounds and masks for parameter constraints used in...
bmstep: Compute the maximum step along a search direction.
fnchk: Run tests, where possible, on user objective function
gHgen: Generate gradient and Hessian for a function at given...
gHgenb: Generate gradient and Hessian for a function at given...
grback: Backward difference numerical gradient approximation.
grcentral: Central difference numerical gradient approximation.
grchk: Run tests, where possible, on user objective function and...
grfwd: Forward difference numerical gradient approximation.
grnd: A reorganization of the call to numDeriv grad() function.
hesschk: Run tests, where possible, on user objective function and...
kktc: Check Kuhn Karush Tucker conditions for a supposed function...
optfntools-package: A set of functions that wrap user objective, gradient and...
optstart: Create scratchpad for holding optimization control variables.
scalecheck: Check the scale of the initial parameters and bounds input to...
ufn: Wrap user objective function for optimization tools
ugHgenb: Generate gradient and Hessian for a function at given...
ugr: Wrapper for user gradient function for optimization tools
uhess: Wrapper for user Hessian function for optimization tools

Functions

axsearch Man page Source code
bmchk Man page Source code
bmstep Man page Source code
fnchk Man page Source code
gHgen Man page Source code
gHgenb Man page Source code
grback Man page Source code
grcentral Man page Source code
grchk Man page Source code
grfwd Man page Source code
grnd Man page Source code
hesschk Man page Source code
kktc Man page Source code
optfntools Man page
optfntools-package Man page
optstart Man page Source code
scalecheck Man page Source code
ufn Man page Source code
ugHgenb Man page Source code
ugr Man page Source code
uhess Man page Source code

Files

R
R/kktc.R
R/ufn.R
R/grchk.R
R/grback.R
R/gHgenb.R
R/bmchk.R
R/fnchk.R
R/grcentral.R
R/axsearch.R
R/grfwd.R
R/grnd.R
R/bmstep.R
R/uhess.R
R/scalecheck.R
R/hesschk.R
R/optstart.R
R/gHgen.R
R/ugHgenb.R
R/ugr.R
NAMESPACE
tests
tests/tryfun.R
tests/trycheck.R
inst
inst/fakeopt.R
inst/optim.c
inst/tests.xls
inst/extracode
inst/extracode/tugHgenb120517.R
inst/extracode/tuhesspassedenv120518.R
inst/extracode/tufnpassedfnenv120518.R
inst/extracode/tugrpassedenv120516.R
inst/extracode/README
inst/extracode/tuhesspassedenv120516.R
inst/extracode/tufnpassedfnenv120515.R
inst/extracode/tugrpassedenv120518.R
inst/passuserfn.txt
inst/ngradcode.R.txt
inst/fakerun.R
DESCRIPTION
man
man/ugHgenb.Rd
man/uhess.Rd
man/grcentral.Rd
man/ugr.Rd
man/scalecheck.Rd
man/hesschk.Rd
man/grchk.Rd
man/gHgen.Rd
man/optfntools-package.Rd
man/optstart.Rd
man/grnd.Rd
man/bmchk.Rd
man/axsearch.Rd
man/fnchk.Rd
man/grback.Rd
man/ufn.Rd
man/bmstep.Rd
man/gHgenb.Rd
man/grfwd.Rd
man/kktc.Rd
NEWS
optfntools documentation built on May 21, 2017, 12:17 a.m.