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.

Package details

AuthorJohn C Nash <[email protected]>
MaintainerJohn C Nash <[email protected]>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("optfntools", repos="http://R-Forge.R-project.org")

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optfntools documentation built on May 31, 2017, 1:37 a.m.