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

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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.

Author
John C Nash <nashjc@uottawa.ca>
Date of publication
None
Maintainer
John C Nash <nashjc@uottawa.ca>
License
GPL-2
Version
2012.05.26

View on R-Forge

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

Files in this package

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