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

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.

AuthorJohn C Nash <nashjc@uottawa.ca>
Date of publicationNone
MaintainerJohn C Nash <nashjc@uottawa.ca>
LicenseGPL-2
Version2012.05.26

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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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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